+96.3%
CRH vs HTZ
-90.7%
+187.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -4.8% | -9.7% | +4.9% | -3.9% |
| 30D | -13.1% | -16.3% | +3.2% | -12.1% |
| 3M | -12.0% | -58.8% | +46.9% | -7.1% |
| 6M | -16.9% | -48.9% | +32.0% | -14.4% |
| YTD | -29.0% | -60.1% | +31.1% | -25.4% |
| 1Y | -20.3% | -65.0% | +44.6% | -16.2% |
| 3Y | +69.2% | -87.2% | +156.4% | +93.4% |
| 5Y | +94.6% | -87.1% | +181.8% | +123.2% |
| All | +96.3% | -90.7% | +187.0% | +137.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling