-91.5%
HTZ vs CRL
-21.9%
-69.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.0% |
| 7D | +7.5% | -1.0% | +8.5% | +7.9% |
| 30D | +47.4% | +10.7% | +36.8% | +41.9% |
| 3M | -54.9% | +55.3% | -110.2% | -63.6% |
| 6M | -47.0% | +60.7% | -107.7% | -58.2% |
| YTD | -55.3% | +44.6% | -99.9% | -63.2% |
| 1Y | -57.6% | +77.7% | -135.4% | -68.6% |
| 3Y | -86.6% | +37.6% | -124.2% | -89.3% |
| 5Y | -86.1% | -35.8% | -50.3% | -84.3% |
| All | -91.5% | -21.9% | -69.5% | -93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling