-44.0%
CAG vs HTZ
-92.6%
+48.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +4.6% | -16.4% | +21.0% | +4.7% |
| 30D | +14.7% | -15.1% | +29.8% | +14.8% |
| 3M | +2.4% | -28.2% | +30.6% | +2.6% |
| 6M | +10.7% | -73.1% | +83.8% | +12.3% |
| YTD | -5.5% | -68.3% | +62.8% | -4.5% |
| 1Y | -4.6% | -75.2% | +70.6% | -3.2% |
| 3Y | -34.4% | -81.1% | +46.7% | -33.5% |
| 5Y | -39.2% | -95.0% | +55.8% | -36.9% |
| All | -44.0% | -92.6% | +48.6% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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