+10.9%
CARR vs HTZ
-82.4%
+93.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.1% |
| 7D | +3.5% | -8.5% | +12.0% | +4.0% |
| 30D | +0.4% | -18.9% | +19.3% | +1.5% |
| 3M | -14.1% | -36.0% | +22.0% | -11.9% |
| 6M | -16.7% | -74.6% | +57.9% | -10.6% |
| YTD | +4.2% | -70.8% | +75.0% | +10.3% |
| 1Y | -0.2% | -75.3% | +75.1% | +6.6% |
| 3Y | +10.9% | -81.6% | +92.4% | +20.7% |
| All | +10.9% | -82.4% | +93.2% | +20.7% |
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