+685.5%
CRS vs HTZ
-93.2%
+778.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.0% | +5.4% | -1.8% |
| 7D | +0.2% | -27.5% | +27.8% | +3.3% |
| 30D | -22.9% | -21.9% | -1.0% | -21.4% |
| 3M | -46.8% | -29.2% | -17.6% | -45.7% |
| 6M | -30.4% | -75.2% | +44.8% | -21.9% |
| YTD | -5.4% | -70.8% | +65.5% | +3.4% |
| 1Y | -9.0% | -76.1% | +67.1% | +1.5% |
| 3Y | +352.2% | -82.5% | +434.7% | +382.6% |
| 5Y | +852.2% | -94.1% | +946.3% | +1,110.5% |
| All | +685.5% | -93.2% | +778.7% | +921.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling