-32.5%
CLX vs HTZ
-89.7%
+57.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.2% | -3.5% | +5.5% |
| 7D | +14.2% | +18.9% | -4.8% | +13.8% |
| 30D | +22.7% | +26.3% | -3.6% | +22.1% |
| 3M | -2.8% | +49.7% | -52.4% | -3.7% |
| 6M | +17.7% | -61.1% | +78.8% | +19.1% |
| YTD | +3.3% | -56.0% | +59.4% | +4.2% |
| 1Y | -5.6% | -66.4% | +60.8% | -4.4% |
| 3Y | -11.0% | -75.8% | +64.8% | -9.7% |
| 5Y | -27.6% | -93.1% | +65.5% | -25.4% |
| All | -32.5% | -89.7% | +57.2% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling