+826.6%
CRS vs HTZ
-94.3%
+920.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.1% | +4.4% | -1.1% |
| 7D | +7.4% | -14.0% | +21.4% | +9.0% |
| 30D | -21.2% | -19.8% | -1.4% | -19.9% |
| 3M | -43.3% | -45.0% | +1.7% | -40.3% |
| 6M | -29.4% | -73.2% | +43.8% | -21.2% |
| YTD | -4.7% | -70.0% | +65.4% | +4.1% |
| 1Y | -9.6% | -75.7% | +66.1% | +0.9% |
| 3Y | +355.5% | -82.1% | +437.5% | +392.6% |
| 5Y | +826.6% | -94.3% | +920.8% | +1,175.4% |
| All | +826.6% | -94.3% | +920.8% | +1,175.4% |
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 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