+86.8%
CHRW vs HTZ
-85.9%
+172.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -1.4% | +7.5% | -8.9% | -1.8% |
| 30D | -3.5% | +47.4% | -50.9% | -6.4% |
| 3M | -19.4% | -54.9% | +35.5% | -16.2% |
| 6M | -21.4% | -47.0% | +25.6% | -19.7% |
| YTD | -7.1% | -55.3% | +48.1% | -4.1% |
| 1Y | +17.8% | -57.6% | +75.5% | +21.1% |
| 3Y | +78.8% | -86.6% | +165.4% | +100.3% |
| All | +86.8% | -85.9% | +172.7% | +100.5% |
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