-26.7%
CLX vs HTZ
-94.7%
+68.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -20.8% | +21.3% | +0.9% |
| 7D | +12.4% | -7.7% | +20.2% | +12.6% |
| 30D | +21.1% | -13.1% | +34.2% | +21.3% |
| 3M | -3.3% | +14.7% | -18.1% | -3.8% |
| 6M | +18.8% | -70.6% | +89.4% | +20.8% |
| YTD | +3.9% | -65.2% | +69.1% | +5.1% |
| 1Y | -3.8% | -73.2% | +69.4% | -2.2% |
| 3Y | -10.5% | -80.8% | +70.3% | -8.6% |
| 5Y | -26.7% | -94.8% | +68.1% | -24.4% |
| All | -26.7% | -94.7% | +68.1% | -24.4% |
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