+23.0%
CL vs HTZ
-89.5%
+112.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.2% |
| 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% |
| 3Y | +30.0% | -86.6% | +116.6% | +32.0% |
| 5Y | +28.4% | -86.1% | +114.5% | +32.4% |
| All | +23.0% | -89.5% | +112.6% | +24.2% |
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 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