+147.9%
CVX vs HTZ
-92.5%
+240.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.4% | +8.2% | +0.2% |
| 7D | -9.7% | -14.6% | +4.9% | -9.2% |
| 30D | +3.6% | -20.8% | +24.4% | +4.5% |
| 3M | +13.3% | -18.8% | +32.1% | +13.6% |
| 6M | +16.9% | -74.7% | +91.6% | +23.7% |
| YTD | +43.4% | -68.1% | +111.5% | +48.5% |
| 1Y | +44.5% | -73.5% | +118.0% | +51.3% |
| 3Y | +64.0% | -81.8% | +145.8% | +68.1% |
| 5Y | +126.4% | -95.2% | +221.7% | +153.7% |
| All | +147.9% | -92.5% | +240.5% | +171.0% |
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