-10.1%
CLX vs HTZ
-81.5%
+71.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +5.6% |
| 7D | +17.4% | -16.4% | +33.8% | +17.7% |
| 30D | +27.8% | -15.1% | +42.9% | +28.1% |
| 3M | +3.0% | -28.2% | +31.2% | +3.3% |
| 6M | +17.5% | -73.1% | +90.6% | +19.6% |
| YTD | +10.0% | -68.3% | +78.3% | +11.4% |
| 1Y | +3.3% | -75.2% | +78.5% | +5.0% |
| 3Y | -10.1% | -81.1% | +71.0% | -5.7% |
| All | -10.1% | -81.5% | +71.4% | -5.7% |
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 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