+58.6%
CVE vs HTZ
-81.0%
+139.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -20.8% | +18.0% | -1.9% |
| 7D | -14.1% | -7.7% | -6.3% | -13.9% |
| 30D | -11.6% | -13.1% | +1.5% | -11.3% |
| 3M | 0.0% | +14.7% | -14.7% | -1.8% |
| 6M | -8.4% | -70.6% | +62.2% | -3.5% |
| YTD | +65.9% | -65.2% | +131.1% | +71.1% |
| 1Y | +69.4% | -73.2% | +142.6% | +77.9% |
| All | +58.6% | -81.0% | +139.5% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling