+109.8%
CRH vs HTZ
-94.3%
+204.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.1% | +3.7% | -1.9% |
| 7D | -1.6% | -14.0% | +12.4% | -0.4% |
| 30D | +17.2% | -19.8% | +37.0% | +19.1% |
| 3M | -3.8% | -45.0% | +41.2% | +0.7% |
| 6M | -15.0% | -73.2% | +58.2% | -6.8% |
| YTD | -23.9% | -70.0% | +46.1% | -18.1% |
| 1Y | -16.2% | -75.7% | +59.5% | -8.3% |
| 3Y | +65.1% | -82.1% | +147.2% | +77.9% |
| 5Y | +109.8% | -94.3% | +204.1% | +176.9% |
| All | +109.8% | -94.3% | +204.1% | +176.9% |
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