+265.0%
CVE vs HTZ
-89.5%
+354.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +2.5% | +7.5% | -5.0% | +1.9% |
| 30D | +16.7% | +47.4% | -30.7% | +11.9% |
| 3M | +9.3% | -54.9% | +64.2% | +14.9% |
| 6M | +43.6% | -47.0% | +90.6% | +46.5% |
| YTD | +93.6% | -55.3% | +148.8% | +100.4% |
| 1Y | +98.8% | -57.6% | +156.4% | +103.7% |
| 3Y | +73.6% | -86.6% | +160.2% | +96.6% |
| 5Y | +312.5% | -86.1% | +398.6% | +335.6% |
| All | +265.0% | -89.5% | +354.5% | +308.0% |
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