-73.2%
HTZ vs CRL
+91.7%
-164.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.1% | -16.7% | -19.9% |
| 7D | -7.7% | -16.8% | +9.0% | -4.4% |
| 30D | -13.1% | +2.6% | -15.7% | -14.2% |
| 3M | +14.7% | +20.1% | -5.3% | +9.7% |
| 6M | -70.6% | +68.8% | -139.5% | -74.1% |
| YTD | -65.2% | +56.9% | -122.1% | -67.7% |
| 1Y | -73.2% | +86.7% | -159.8% | -78.1% |
| All | -73.2% | +91.7% | -164.9% | -78.1% |
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