+30.9%
CL vs HTZ
-86.4%
+117.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.5% |
| 7D | -2.2% | +7.5% | -9.7% | -2.2% |
| 30D | -4.8% | +47.4% | -52.3% | -5.1% |
| 3M | +4.9% | -54.9% | +59.8% | +5.4% |
| 6M | -5.7% | -47.0% | +41.3% | -5.4% |
| YTD | +14.4% | -55.3% | +69.6% | +14.9% |
| 1Y | +8.7% | -57.6% | +66.4% | +9.2% |
| All | +30.9% | -86.4% | +117.3% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling