-57.6%
HTZ vs CRL
+78.8%
-136.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | +7.5% | -1.0% | +8.5% | +7.6% |
| 30D | +47.4% | +10.7% | +36.8% | +45.4% |
| 3M | -54.9% | +55.3% | -110.2% | -58.1% |
| 6M | -47.0% | +60.7% | -107.7% | -51.9% |
| YTD | -55.3% | +44.6% | -99.9% | -57.4% |
| 1Y | -57.6% | +77.7% | -135.4% | -60.4% |
| All | -57.6% | +78.8% | -136.5% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling