+39.9%
CMS vs HTZ
-81.0%
+120.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -20.8% | +20.4% | -0.1% |
| 7D | +1.7% | -7.7% | +9.4% | +1.8% |
| 30D | +8.6% | -13.1% | +21.7% | +8.8% |
| 3M | -0.5% | +14.7% | -15.2% | -1.0% |
| 6M | -4.2% | -70.6% | +66.4% | -2.5% |
| YTD | +3.4% | -65.2% | +68.6% | +4.7% |
| 1Y | +0.4% | -73.2% | +73.6% | +2.1% |
| All | +39.9% | -81.0% | +120.9% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling