-94.8%
HTZ vs CRL
-16.7%
-78.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.1% | -16.7% | -19.2% |
| 7D | -7.7% | -16.8% | +9.0% | -1.1% |
| 30D | -13.1% | +2.6% | -15.7% | -14.5% |
| 3M | +14.7% | +20.1% | -5.3% | +6.1% |
| 6M | -70.6% | +68.8% | -139.5% | -77.3% |
| YTD | -65.2% | +56.9% | -122.1% | -72.4% |
| 1Y | -73.2% | +86.7% | -159.8% | -80.3% |
| 3Y | -80.8% | +72.1% | -152.9% | -86.1% |
| 5Y | -94.8% | -16.6% | -78.2% | -95.1% |
| All | -94.8% | -16.7% | -78.1% | -95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling