+112.0%
CMI vs HTZ
-95.4%
+207.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.4% | +8.7% | +1.1% |
| 7D | -10.0% | -14.6% | +4.6% | -9.0% |
| 30D | -13.0% | -20.8% | +7.8% | -11.6% |
| 3M | -29.9% | -18.8% | -11.0% | -29.4% |
| 6M | -36.7% | -74.7% | +38.0% | -30.3% |
| YTD | -10.9% | -68.1% | +57.2% | -4.7% |
| 1Y | -1.3% | -73.5% | +72.2% | +7.1% |
| 3Y | +117.4% | -81.8% | +199.2% | +134.3% |
| All | +112.0% | -95.4% | +207.4% | +161.2% |
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