+57.5%
CHRW vs HTZ
-94.4%
+151.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.6% | +0.2% |
| 7D | +7.3% | -8.5% | +15.8% | +7.8% |
| 30D | -3.6% | -18.9% | +15.3% | -2.5% |
| 3M | -9.6% | -36.0% | +26.5% | -7.5% |
| 6M | -17.0% | -74.6% | +57.6% | -10.7% |
| YTD | -15.4% | -70.8% | +55.4% | -10.5% |
| 1Y | -10.0% | -75.3% | +65.3% | -3.8% |
| 3Y | +82.2% | -81.6% | +163.7% | +92.0% |
| All | +57.5% | -94.4% | +151.9% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling