+145.8%
CVX vs HTZ
-92.6%
+238.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -7.5% | -16.4% | +9.0% | -6.8% |
| 30D | -0.6% | -15.1% | +14.5% | -0.1% |
| 3M | +14.0% | -28.2% | +42.2% | +15.0% |
| 6M | +18.1% | -73.1% | +91.2% | +24.6% |
| YTD | +42.2% | -68.3% | +110.4% | +47.3% |
| 1Y | +41.3% | -75.2% | +116.6% | +48.6% |
| 3Y | +68.3% | -81.1% | +149.5% | +71.8% |
| 5Y | +122.0% | -95.0% | +217.0% | +148.2% |
| All | +145.8% | -92.6% | +238.4% | +168.7% |
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