-94.4%
HTZ vs CLBK
+48.6%
-143.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.3% | -8.2% | -8.1% |
| 7D | -27.5% | +2.9% | -30.4% | -28.5% |
| 30D | -21.9% | +5.4% | -27.2% | -23.9% |
| 3M | -29.2% | +5.8% | -35.0% | -31.1% |
| 6M | -75.2% | +28.9% | -104.1% | -78.3% |
| YTD | -70.8% | +61.8% | -132.7% | -77.3% |
| 1Y | -76.1% | +63.1% | -139.2% | -81.5% |
| 3Y | -82.5% | +55.3% | -137.9% | -86.0% |
| 5Y | -94.1% | +28.0% | -122.1% | -95.4% |
| All | -94.4% | +48.6% | -143.0% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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