-35.1%
CLF vs HTZ
-81.0%
+45.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -20.8% | +8.6% | -9.8% |
| 7D | -21.0% | -7.7% | -13.2% | -20.3% |
| 30D | -8.0% | -13.1% | +5.1% | -6.8% |
| 3M | -10.9% | +14.7% | -25.7% | -14.0% |
| 6M | +5.8% | -70.6% | +76.4% | +19.0% |
| YTD | -15.1% | -65.2% | +50.0% | -7.2% |
| 1Y | +7.2% | -73.2% | +80.4% | +20.4% |
| All | -35.1% | -81.0% | +45.9% | -29.7% |
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