+22.0%
CVS vs HTZ
-92.5%
+114.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -8.4% | +11.5% | +3.3% |
| 7D | -7.1% | -14.6% | +7.5% | -6.9% |
| 30D | -4.0% | -20.8% | +16.8% | -3.7% |
| 3M | -12.2% | -18.8% | +6.6% | -12.2% |
| 6M | -2.2% | -74.7% | +72.5% | +1.0% |
| YTD | +8.9% | -68.1% | +77.0% | +11.2% |
| 1Y | +9.9% | -73.5% | +83.4% | +12.8% |
| 3Y | +32.1% | -81.8% | +113.9% | +34.7% |
| 5Y | +5.7% | -95.2% | +100.9% | +12.2% |
| All | +22.0% | -92.5% | +114.5% | +29.6% |
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