+10.2%
CARR vs HTZ
-81.5%
+91.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | -3.3% | -16.4% | +13.1% | -2.3% |
| 30D | -3.6% | -15.1% | +11.5% | -2.8% |
| 3M | -16.3% | -28.2% | +11.9% | -15.1% |
| 6M | -19.6% | -73.1% | +53.5% | -14.0% |
| YTD | +2.5% | -68.3% | +70.8% | +8.0% |
| 1Y | -5.8% | -75.2% | +69.4% | +0.6% |
| 3Y | +10.2% | -81.1% | +91.3% | +20.4% |
| All | +10.2% | -81.5% | +91.7% | +20.4% |
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 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