-3.1%
CMS vs HTZ
-76.0%
+72.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | -0.9% | -16.4% | +15.5% | -0.7% |
| 30D | +7.1% | -15.1% | +22.2% | +7.3% |
| 3M | -1.3% | -28.2% | +26.9% | -1.1% |
| 6M | -2.7% | -73.1% | +70.4% | -1.1% |
| YTD | +2.6% | -68.3% | +70.9% | +3.6% |
| All | -3.1% | -76.0% | +72.9% | -1.1% |
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