+765.7%
CRS vs HTZ
-95.4%
+861.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.4% | +8.2% | +0.7% |
| 7D | -1.7% | -14.6% | +12.9% | -0.3% |
| 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% | -31.5% |
| YTD | -11.4% | -68.1% | +56.7% | -3.9% |
| 1Y | -11.7% | -73.5% | +61.8% | -2.3% |
| 3Y | +319.6% | -81.8% | +401.5% | +356.2% |
| All | +765.7% | -95.4% | +861.1% | +1,097.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling