+20.4%
CLF vs HTZ
-75.7%
+96.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.9% |
| 7D | +10.4% | -8.5% | +18.9% | +11.4% |
| 30D | +0.6% | -18.9% | +19.5% | +2.8% |
| 3M | +4.1% | -36.0% | +40.1% | +9.0% |
| 6M | +15.1% | -74.6% | +89.7% | +39.9% |
| YTD | -4.7% | -70.8% | +66.1% | +12.3% |
| 1Y | +20.4% | -75.3% | +95.6% | +43.3% |
| All | +20.4% | -75.7% | +96.1% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling