+29.5%
CVS vs HTZ
-93.2%
+122.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -8.0% | +12.4% | +4.6% |
| 7D | -2.6% | -27.5% | +24.9% | -2.1% |
| 30D | +4.0% | -21.9% | +25.9% | +4.3% |
| 3M | -6.3% | -29.2% | +23.0% | -6.0% |
| 6M | -0.4% | -75.2% | +74.8% | +2.8% |
| YTD | +15.6% | -70.8% | +86.4% | +18.2% |
| 1Y | +18.3% | -76.1% | +94.4% | +21.7% |
| 3Y | +47.3% | -82.5% | +129.8% | +50.0% |
| 5Y | +13.2% | -94.1% | +107.3% | +20.3% |
| All | +29.5% | -93.2% | +122.7% | +37.7% |
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