+117.4%
CMI vs HTZ
-92.6%
+210.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.3% | +3.7% |
| 7D | -6.8% | -16.4% | +9.6% | -5.6% |
| 30D | -10.9% | -15.1% | +4.2% | -10.0% |
| 3M | -27.3% | -28.2% | +0.9% | -26.0% |
| 6M | -30.9% | -73.1% | +42.2% | -24.5% |
| YTD | -7.7% | -68.3% | +60.6% | -1.3% |
| 1Y | 0.0% | -75.2% | +75.2% | +9.0% |
| 3Y | +130.1% | -81.1% | +211.2% | +143.6% |
| 5Y | +121.5% | -95.0% | +216.5% | +164.7% |
| All | +117.4% | -92.6% | +210.0% | +156.6% |
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