+11.3%
CNH vs HTZ
-89.5%
+100.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.9% |
| 7D | +23.3% | +7.5% | +15.8% | +22.2% |
| 30D | +33.5% | +47.4% | -14.0% | +26.2% |
| 3M | +32.7% | -54.9% | +87.6% | +42.0% |
| 6M | +22.2% | -47.0% | +69.2% | +27.0% |
| YTD | +57.7% | -55.3% | +112.9% | +67.1% |
| 1Y | +28.0% | -57.6% | +85.6% | +34.3% |
| 3Y | +11.5% | -86.6% | +98.1% | +34.3% |
| 5Y | +11.9% | -86.1% | +98.0% | +26.6% |
| All | +11.3% | -89.5% | +100.8% | +38.7% |
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