-32.0%
CLX vs HTZ
-92.5%
+60.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.4% | +8.6% | +0.4% |
| 7D | +13.6% | -14.6% | +28.2% | +13.9% |
| 30D | +23.4% | -20.8% | +44.1% | +23.8% |
| 3M | -2.8% | -18.8% | +16.0% | -2.7% |
| 6M | +14.0% | -74.7% | +88.7% | +16.2% |
| YTD | +4.2% | -68.1% | +72.3% | +5.6% |
| 1Y | -1.2% | -73.5% | +72.3% | +0.5% |
| 3Y | -12.7% | -81.8% | +69.1% | -11.0% |
| 5Y | -26.5% | -95.2% | +68.7% | -23.8% |
| All | -32.0% | -92.5% | +60.6% | -30.7% |
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