+43.4%
CMI vs HTZ
-59.8%
+103.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.0% | +5.1% | +0.5% |
| 7D | +1.9% | -2.5% | +4.3% | +2.1% |
| 30D | -12.5% | -3.7% | -8.8% | -12.6% |
| 3M | -16.2% | -57.0% | +40.8% | -11.3% |
| 6M | +4.9% | -47.0% | +51.8% | +8.8% |
| YTD | +11.1% | -57.5% | +68.6% | +17.5% |
| 1Y | +43.4% | -63.5% | +106.8% | +53.3% |
| All | +43.4% | -59.8% | +103.2% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling