+2,670.9%
CLS vs HTZ
-93.2%
+2,764.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.0% | +8.4% | +1.2% |
| 7D | -13.9% | -27.5% | +13.7% | -11.4% |
| 30D | -38.2% | -21.9% | -16.3% | -36.9% |
| 3M | -28.8% | -29.2% | +0.4% | -27.2% |
| 6M | -40.4% | -75.2% | +34.8% | -33.6% |
| YTD | -24.3% | -70.8% | +46.6% | -17.8% |
| 1Y | -35.0% | -76.1% | +41.1% | -28.1% |
| 3Y | +778.7% | -82.5% | +861.2% | +834.1% |
| 5Y | +1,884.8% | -94.1% | +1,978.9% | +2,390.7% |
| All | +2,670.9% | -93.2% | +2,764.1% | +3,512.7% |
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 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