-36.0%
CAG vs HTZ
-82.4%
+46.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.3% |
| 7D | -3.3% | -8.5% | +5.2% | -3.3% |
| 30D | +7.7% | -18.9% | +26.6% | +7.8% |
| 3M | -3.2% | -36.0% | +32.9% | -2.9% |
| 6M | +7.0% | -74.6% | +81.5% | +8.1% |
| YTD | -9.0% | -70.8% | +61.8% | -8.2% |
| 1Y | -9.6% | -75.3% | +65.7% | -8.7% |
| 3Y | -36.0% | -81.6% | +45.6% | -33.2% |
| All | -36.0% | -82.4% | +46.4% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling