+109.8%
CMI vs HTZ
-92.5%
+202.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.4% | +8.7% | +1.0% |
| 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% | -30.4% |
| YTD | -10.9% | -68.1% | +57.2% | -4.8% |
| 1Y | -1.3% | -73.5% | +72.2% | +6.9% |
| 3Y | +117.4% | -81.8% | +199.2% | +131.5% |
| 5Y | +112.9% | -95.2% | +208.1% | +155.1% |
| All | +109.8% | -92.5% | +202.3% | +147.5% |
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