-91.5%
HTZ vs CLBK
+52.8%
-144.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +7.5% | +1.2% | +6.3% | +6.8% |
| 30D | +47.4% | +9.1% | +38.3% | +41.4% |
| 3M | -54.9% | +27.7% | -82.6% | -60.3% |
| 6M | -47.0% | +40.8% | -87.8% | -55.5% |
| YTD | -55.3% | +66.4% | -121.6% | -65.6% |
| 1Y | -57.6% | +72.4% | -130.0% | -68.3% |
| 3Y | -86.6% | +50.7% | -137.3% | -89.3% |
| 5Y | -86.1% | +42.9% | -129.1% | -90.2% |
| All | -91.5% | +52.8% | -144.2% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling