+635.1%
CRS vs HTZ
-92.5%
+727.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.4% | +8.2% | +0.6% |
| 7D | -1.7% | -14.6% | +12.9% | -0.4% |
| 30D | -28.8% | -20.8% | -8.0% | -27.5% |
| 3M | -50.0% | -18.8% | -31.2% | -49.7% |
| 6M | -39.2% | -74.7% | +35.5% | -31.7% |
| YTD | -11.4% | -68.1% | +56.7% | -4.1% |
| 1Y | -11.7% | -73.5% | +61.8% | -2.6% |
| 3Y | +319.6% | -81.8% | +401.5% | +348.9% |
| 5Y | +794.8% | -95.2% | +890.0% | +1,054.3% |
| All | +635.1% | -92.5% | +727.7% | +847.4% |
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