+433.9%
CAH vs HTZ
-93.2%
+527.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.0% | +8.9% | +1.0% |
| 7D | +9.4% | -27.5% | +37.0% | +9.6% |
| 30D | +16.5% | -21.9% | +38.4% | +16.7% |
| 3M | +17.0% | -29.2% | +46.2% | +17.1% |
| 6M | +51.4% | -75.2% | +126.6% | +52.9% |
| YTD | +36.0% | -70.8% | +106.8% | +36.9% |
| 1Y | +36.0% | -76.1% | +112.1% | +37.3% |
| 3Y | +177.5% | -82.5% | +260.0% | +178.3% |
| 5Y | +509.2% | -94.1% | +603.3% | +525.9% |
| All | +433.9% | -93.2% | +527.1% | +454.8% |
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