+1,225.8%
CLS vs HTZ
-86.4%
+1,312.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | +4.6% | +7.5% | -2.9% | +4.2% |
| 30D | -13.9% | +47.4% | -61.3% | -16.1% |
| 3M | -26.6% | -54.9% | +28.3% | -23.4% |
| 6M | +15.4% | -47.0% | +62.4% | +18.6% |
| YTD | +5.7% | -55.3% | +60.9% | +9.7% |
| 1Y | +41.1% | -57.6% | +98.8% | +46.0% |
| All | +1,225.8% | -86.4% | +1,312.2% | +1,508.6% |
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