+64.3%
CSX vs HTZ
-89.5%
+153.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.8% |
| 7D | -3.4% | +7.5% | -10.9% | -3.8% |
| 30D | -3.1% | +47.4% | -50.5% | -5.9% |
| 3M | +7.2% | -54.9% | +62.1% | +11.0% |
| 6M | +16.2% | -47.0% | +63.2% | +18.3% |
| YTD | +37.5% | -55.3% | +92.8% | +41.4% |
| 1Y | +53.2% | -57.6% | +110.9% | +56.9% |
| 3Y | +68.2% | -86.6% | +154.8% | +86.2% |
| 5Y | +65.2% | -86.1% | +151.3% | +75.6% |
| All | +64.3% | -89.5% | +153.8% | +83.4% |
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 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