+2.9%
CRM vs HTZ
-90.7%
+93.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -4.4% | -11.3% | +6.9% | -3.7% |
| 30D | +28.1% | -27.1% | +55.3% | +30.4% |
| 3M | +48.8% | -59.5% | +108.3% | +56.1% |
| 6M | +28.3% | -50.5% | +78.7% | +30.9% |
| YTD | -6.0% | -60.3% | +54.3% | -2.4% |
| 1Y | +1.4% | -67.1% | +68.6% | +6.2% |
| 3Y | +11.8% | -87.4% | +99.3% | +30.7% |
| 5Y | -2.0% | -87.2% | +85.2% | +18.5% |
| All | +2.9% | -90.7% | +93.6% | +21.9% |
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 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