+112.2%
CMI vs HTZ
-93.0%
+205.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.1% | +4.4% | -1.2% |
| 7D | +1.5% | -14.0% | +15.5% | +2.7% |
| 30D | -14.0% | -19.8% | +5.8% | -12.7% |
| 3M | -28.3% | -45.0% | +16.7% | -25.2% |
| 6M | -34.9% | -73.2% | +38.3% | -28.9% |
| YTD | -9.9% | -70.0% | +60.2% | -3.2% |
| 1Y | -3.6% | -75.7% | +72.1% | +5.2% |
| 3Y | +120.9% | -82.1% | +203.0% | +134.7% |
| 5Y | +116.1% | -94.3% | +210.4% | +157.3% |
| All | +112.2% | -93.0% | +205.2% | +151.6% |
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 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