+63.3%
CSX vs HTZ
-92.5%
+155.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.4% | +5.0% | -2.9% |
| 7D | -5.5% | -14.6% | +9.1% | -4.8% |
| 30D | +4.9% | -20.8% | +25.7% | +6.1% |
| 3M | -2.9% | -18.8% | +16.0% | -2.4% |
| 6M | +8.3% | -74.7% | +83.0% | +15.9% |
| YTD | +36.7% | -68.1% | +104.8% | +42.9% |
| 1Y | +41.5% | -73.5% | +115.0% | +49.5% |
| 3Y | +68.6% | -81.8% | +150.4% | +75.2% |
| 5Y | +48.4% | -95.2% | +143.7% | +72.7% |
| All | +63.3% | -92.5% | +155.8% | +85.4% |
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