+37.5%
CL vs HTZ
-91.9%
+129.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -20.8% | +20.7% | +0.1% |
| 7D | +5.9% | -7.7% | +13.7% | +6.0% |
| 30D | +13.8% | -13.1% | +26.9% | +13.9% |
| 3M | +6.4% | +14.7% | -8.3% | +6.2% |
| 6M | +15.6% | -70.6% | +86.2% | +16.6% |
| YTD | +27.9% | -65.2% | +93.1% | +28.6% |
| 1Y | +31.4% | -73.2% | +104.6% | +32.5% |
| 3Y | +41.4% | -80.8% | +122.2% | +42.7% |
| 5Y | +42.8% | -94.8% | +137.6% | +45.0% |
| All | +37.5% | -91.9% | +129.4% | +39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling