+362.8%
CAH vs HTZ
-90.1%
+452.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.0% | +2.3% | -2.7% |
| 7D | +0.5% | -2.5% | +2.9% | +0.5% |
| 30D | +1.7% | -3.7% | +5.5% | +1.7% |
| 3M | +17.9% | -57.0% | +74.9% | +18.6% |
| 6M | +10.9% | -47.0% | +57.9% | +11.1% |
| YTD | +17.9% | -57.5% | +75.3% | +18.4% |
| 1Y | +61.7% | -63.5% | +125.2% | +62.5% |
| 3Y | +183.7% | -86.3% | +270.1% | +190.6% |
| 5Y | +401.3% | -86.8% | +488.1% | +403.1% |
| All | +362.8% | -90.1% | +452.9% | +379.9% |
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