+30.2%
CARR vs HTZ
-90.1%
+120.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +4.0% | -0.6% |
| 7D | +3.2% | -2.5% | +5.7% | +3.5% |
| 30D | -7.7% | -3.7% | -3.9% | -7.8% |
| 3M | -11.9% | -57.0% | +45.1% | -7.3% |
| 6M | +2.0% | -47.0% | +49.0% | +4.8% |
| YTD | +13.2% | -57.5% | +70.6% | +18.4% |
| 1Y | -8.5% | -63.5% | +54.9% | -3.8% |
| 3Y | +5.0% | -86.3% | +91.3% | +19.9% |
| 5Y | +12.0% | -86.8% | +98.7% | +25.1% |
| All | +30.2% | -90.1% | +120.2% | +57.4% |
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