+1,838.4%
CLS vs HTZ
-95.0%
+1,933.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.6% | +8.5% | +7.9% |
| 7D | -10.6% | -16.4% | +5.9% | -9.1% |
| 30D | -38.4% | -15.1% | -23.3% | -37.6% |
| 3M | -29.9% | -28.2% | -1.7% | -28.3% |
| 6M | -40.6% | -73.1% | +32.4% | -34.3% |
| YTD | -24.6% | -68.3% | +43.7% | -18.7% |
| 1Y | -30.8% | -75.2% | +44.4% | -23.5% |
| 3Y | +811.7% | -81.1% | +892.9% | +874.2% |
| 5Y | +1,838.4% | -95.0% | +1,933.4% | +2,495.7% |
| All | +1,838.4% | -95.0% | +1,933.4% | +2,495.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling