-17.5%
CLF vs HTZ
-86.4%
+68.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +7.6% | +7.5% | +0.1% | +6.7% |
| 30D | -1.2% | +47.4% | -48.6% | -6.7% |
| 3M | -13.4% | -54.9% | +41.5% | -7.0% |
| 6M | +15.4% | -47.0% | +62.4% | +20.8% |
| YTD | -5.9% | -55.3% | +49.4% | +0.4% |
| 1Y | +18.8% | -57.6% | +76.5% | +25.4% |
| All | -17.5% | -86.4% | +68.9% | -9.9% |
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 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