+18.3%
CVS vs HTZ
-91.9%
+110.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -20.8% | +22.5% | +2.1% |
| 7D | -10.0% | -7.7% | -2.2% | -9.9% |
| 30D | -5.2% | -13.1% | +7.9% | -5.1% |
| 3M | -17.4% | +14.7% | -32.1% | -18.1% |
| 6M | +2.1% | -70.6% | +72.8% | +5.1% |
| YTD | +5.6% | -65.2% | +70.8% | +7.7% |
| 1Y | +6.7% | -73.2% | +79.9% | +9.6% |
| 3Y | +29.6% | -80.8% | +110.4% | +32.3% |
| 5Y | +2.5% | -94.8% | +97.3% | +8.7% |
| All | +18.3% | -91.9% | +110.2% | +25.5% |
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 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