-36.3%
CAG vs HTZ
-86.4%
+50.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -3.8% | +7.5% | -11.3% | -3.9% |
| 30D | +3.1% | +47.4% | -44.3% | +2.6% |
| 3M | +23.5% | -54.9% | +78.4% | +24.5% |
| 6M | -14.8% | -47.0% | +32.2% | -14.4% |
| YTD | -5.4% | -55.3% | +49.8% | -4.7% |
| 1Y | -11.8% | -57.6% | +45.8% | -11.2% |
| All | -36.3% | -86.4% | +50.2% | -26.1% |
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