+98.3%
CRS vs HTZ
-58.1%
+156.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.6% |
| 7D | -0.2% | +7.5% | -7.7% | -0.6% |
| 30D | -16.6% | +47.4% | -64.1% | -19.3% |
| 3M | -3.5% | -54.9% | +51.4% | +2.2% |
| 6M | +15.4% | -47.0% | +62.4% | +21.0% |
| YTD | +51.2% | -55.3% | +106.4% | +59.6% |
| 1Y | +98.3% | -57.6% | +155.9% | +110.6% |
| All | +98.3% | -58.1% | +156.4% | +110.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling