-43.3%
CLF vs HTZ
-89.5%
+46.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +7.6% | +7.5% | +0.1% | +6.4% |
| 30D | -1.2% | +47.4% | -48.6% | -8.9% |
| 3M | -13.4% | -54.9% | +41.5% | -5.0% |
| 6M | +15.4% | -47.0% | +62.4% | +21.8% |
| YTD | -5.9% | -55.3% | +49.4% | +2.0% |
| 1Y | +18.8% | -57.6% | +76.5% | +26.5% |
| 3Y | -19.4% | -86.6% | +67.2% | +2.0% |
| 5Y | -47.7% | -86.1% | +38.4% | -39.7% |
| All | -43.3% | -89.5% | +46.2% | -23.4% |
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