-14.9%
CNH vs HTZ
-95.4%
+80.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -8.4% | +11.1% | +3.8% |
| 7D | -1.7% | -14.6% | +12.9% | -0.2% |
| 30D | -7.2% | -20.8% | +13.5% | -5.0% |
| 3M | +6.5% | -18.8% | +25.4% | +8.0% |
| 6M | +7.9% | -74.7% | +82.6% | +23.8% |
| YTD | +26.6% | -68.1% | +94.7% | +39.1% |
| 1Y | +13.8% | -73.5% | +87.2% | +27.8% |
| 3Y | +9.2% | -81.8% | +91.0% | +21.8% |
| All | -14.9% | -95.4% | +80.5% | +18.0% |
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