+73.0%
CSX vs HTZ
-89.7%
+162.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.2% | -6.6% | +2.1% |
| 7D | +0.1% | +18.9% | -18.8% | -0.9% |
| 30D | +9.7% | +26.3% | -16.5% | +8.1% |
| 3M | +2.3% | +49.7% | -47.4% | -1.0% |
| 6M | +17.1% | -61.1% | +78.2% | +22.1% |
| YTD | +44.9% | -56.0% | +100.9% | +48.8% |
| 1Y | +47.1% | -66.4% | +113.5% | +53.6% |
| 3Y | +78.6% | -75.8% | +154.3% | +83.1% |
| 5Y | +57.2% | -93.1% | +150.3% | +79.0% |
| All | +73.0% | -89.7% | +162.8% | +93.0% |
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