-57.4%
CLSK vs HTZ
-92.6%
+35.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | -0.6% | +12.8% | +12.4% |
| 7D | -3.4% | -16.4% | +13.1% | +1.2% |
| 30D | -34.2% | -15.1% | -19.1% | -31.6% |
| 3M | -43.8% | -28.2% | -15.6% | -40.1% |
| 6M | -51.3% | -73.1% | +21.7% | -34.4% |
| YTD | -31.7% | -68.3% | +36.6% | -14.7% |
| 1Y | -55.6% | -75.2% | +19.6% | -40.0% |
| 3Y | +87.3% | -81.1% | +168.4% | +132.0% |
| 5Y | -67.6% | -95.0% | +27.4% | -29.9% |
| All | -57.4% | -92.6% | +35.2% | -20.2% |
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