-44.1%
CAG vs HTZ
-92.5%
+48.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.4% | +6.6% | -1.6% |
| 7D | +5.8% | -14.6% | +20.4% | +5.9% |
| 30D | +16.4% | -20.8% | +37.1% | +16.6% |
| 3M | +3.8% | -18.8% | +22.6% | +3.9% |
| 6M | +10.8% | -74.7% | +85.5% | +12.5% |
| YTD | -5.8% | -68.1% | +62.3% | -4.8% |
| 1Y | -2.4% | -73.5% | +71.1% | -1.1% |
| 3Y | -33.4% | -81.8% | +48.4% | -32.4% |
| 5Y | -39.4% | -95.2% | +55.8% | -37.2% |
| All | -44.1% | -92.5% | +48.4% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling