+148.7%
CVX vs HTZ
-92.5%
+241.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.3% | -8.4% | +0.5% |
| 7D | -1.7% | -27.4% | +25.7% | -0.4% |
| 30D | -0.8% | -11.4% | +10.6% | -0.5% |
| 3M | +9.4% | -33.1% | +42.5% | +10.9% |
| 6M | +17.5% | -73.5% | +91.0% | +24.0% |
| YTD | +43.8% | -68.1% | +111.9% | +48.9% |
| 1Y | +41.9% | -74.3% | +116.2% | +48.8% |
| 3Y | +69.1% | -80.9% | +150.0% | +72.4% |
| 5Y | +128.3% | -93.8% | +222.1% | +152.7% |
| All | +148.7% | -92.5% | +241.2% | +171.8% |
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