+728.5%
CLS vs HTZ
-81.0%
+809.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -20.8% | +7.8% | -11.9% |
| 7D | -27.3% | -7.7% | -19.5% | -26.9% |
| 30D | -47.0% | -13.1% | -33.9% | -46.7% |
| 3M | -43.3% | +14.7% | -58.1% | -43.9% |
| 6M | -50.8% | -70.6% | +19.8% | -47.7% |
| YTD | -30.4% | -65.2% | +34.7% | -27.2% |
| 1Y | -41.7% | -73.2% | +31.5% | -38.2% |
| All | +728.5% | -81.0% | +809.5% | +759.9% |
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