+39.7%
CVS vs HTZ
-89.5%
+129.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | +4.0% | +7.5% | -3.5% | +3.8% |
| 30D | -2.4% | +47.4% | -49.8% | -3.6% |
| 3M | +2.7% | -54.9% | +57.6% | +4.6% |
| 6M | +21.9% | -47.0% | +68.9% | +23.2% |
| YTD | +24.7% | -55.3% | +80.0% | +26.7% |
| 1Y | +35.4% | -57.6% | +93.1% | +37.3% |
| 3Y | +65.2% | -86.6% | +151.8% | +73.6% |
| 5Y | +30.5% | -86.1% | +116.7% | +34.2% |
| All | +39.7% | -89.5% | +129.3% | +47.7% |
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 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