+111.1%
CRH vs HTZ
-89.5%
+200.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.3% |
| 7D | -1.7% | +7.5% | -9.1% | -2.3% |
| 30D | -5.4% | +47.4% | -52.8% | -9.2% |
| 3M | -11.2% | -54.9% | +43.7% | -7.0% |
| 6M | -15.8% | -47.0% | +31.2% | -13.6% |
| YTD | -23.6% | -55.3% | +31.6% | -20.6% |
| 1Y | -14.6% | -57.6% | +43.0% | -11.7% |
| 3Y | +74.3% | -86.6% | +160.9% | +99.6% |
| 5Y | +103.7% | -86.1% | +189.8% | +132.0% |
| All | +111.1% | -89.5% | +200.6% | +152.5% |
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