+37.6%
CL vs HTZ
-89.7%
+127.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.2% | -5.9% | +3.2% |
| 7D | +7.7% | +18.9% | -11.2% | +7.6% |
| 30D | +15.2% | +26.3% | -11.0% | +15.0% |
| 3M | +7.3% | +49.7% | -42.3% | +6.9% |
| 6M | +17.0% | -61.1% | +78.1% | +17.7% |
| YTD | +28.0% | -56.0% | +84.0% | +28.5% |
| 1Y | +32.1% | -66.4% | +98.5% | +33.0% |
| 3Y | +41.5% | -75.8% | +117.3% | +42.6% |
| 5Y | +43.9% | -93.1% | +137.0% | +45.9% |
| All | +37.6% | -89.7% | +127.4% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling