-9.3%
CRM vs HTZ
-92.5%
+83.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.3% | -7.2% | +1.5% |
| 7D | -4.0% | -27.4% | +23.4% | -2.3% |
| 30D | -6.8% | -11.4% | +4.5% | -6.4% |
| 3M | +10.6% | -33.1% | +43.7% | +12.5% |
| 6M | +23.4% | -73.5% | +96.9% | +32.6% |
| YTD | -17.1% | -68.1% | +51.0% | -13.1% |
| 1Y | -10.1% | -74.3% | +64.2% | -4.1% |
| 3Y | +4.0% | -80.9% | +84.9% | +7.9% |
| 5Y | -26.7% | -93.8% | +67.1% | -10.7% |
| All | -9.3% | -92.5% | +83.2% | +8.4% |
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