-44.7%
CAG vs HTZ
-90.1%
+45.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.0% | +3.6% | -1.4% |
| 7D | -5.3% | -2.5% | -2.8% | -5.2% |
| 30D | +1.0% | -3.7% | +4.7% | +0.9% |
| 3M | +17.4% | -57.0% | +74.4% | +18.4% |
| 6M | -16.8% | -47.0% | +30.2% | -16.4% |
| YTD | -6.8% | -57.5% | +50.7% | -6.1% |
| 1Y | -15.4% | -63.5% | +48.1% | -14.6% |
| 3Y | -37.1% | -86.3% | +49.3% | -35.6% |
| 5Y | -41.3% | -86.8% | +45.5% | -40.0% |
| All | -44.7% | -90.1% | +45.4% | -43.2% |
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