-91.6%
HTZ vs CRL
-11.7%
-79.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -7.3% | +16.4% | +12.0% |
| 7D | +18.9% | -12.8% | +31.7% | +24.8% |
| 30D | +26.3% | +5.0% | +21.3% | +22.6% |
| 3M | +49.7% | +39.4% | +10.3% | +29.6% |
| 6M | -61.1% | +89.4% | -150.5% | -71.7% |
| YTD | -56.0% | +63.6% | -119.6% | -66.0% |
| 1Y | -66.4% | +83.5% | -149.9% | -75.4% |
| 3Y | -75.8% | +79.4% | -155.1% | -82.9% |
| 5Y | -93.1% | -14.0% | -79.1% | -93.2% |
| All | -91.6% | -11.7% | -79.9% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling