-48.1%
CLF vs HTZ
-92.5%
+44.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.4% | +10.1% | +3.0% |
| 7D | -19.6% | -14.6% | -5.0% | -17.8% |
| 30D | -5.0% | -20.8% | +15.8% | -2.0% |
| 3M | -6.3% | -18.8% | +12.5% | -5.0% |
| 6M | +2.8% | -74.7% | +77.5% | +22.7% |
| YTD | -13.7% | -68.1% | +54.4% | -2.2% |
| 1Y | +13.6% | -73.5% | +87.1% | +32.3% |
| 3Y | -34.0% | -81.8% | +47.8% | -26.9% |
| 5Y | -48.7% | -95.2% | +46.5% | -26.3% |
| All | -48.1% | -92.5% | +44.5% | -26.6% |
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