+63.1%
CVE vs HTZ
-76.0%
+139.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +9.2% | -16.8% | -8.0% |
| 7D | -12.1% | +18.9% | -31.0% | -12.8% |
| 30D | -9.8% | +26.3% | -36.0% | -10.9% |
| 3M | -0.7% | +49.7% | -50.4% | -3.5% |
| 6M | -4.3% | -61.1% | +56.8% | -0.4% |
| YTD | +70.6% | -56.0% | +126.6% | +74.4% |
| 1Y | +73.2% | -66.4% | +139.6% | +80.3% |
| All | +63.1% | -76.0% | +139.0% | +63.5% |
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