+17.9%
CARR vs HTZ
-92.6%
+110.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | -3.3% | -16.4% | +13.1% | -2.0% |
| 30D | -3.6% | -15.1% | +11.5% | -2.5% |
| 3M | -16.3% | -28.2% | +11.9% | -14.7% |
| 6M | -19.6% | -73.1% | +53.5% | -12.2% |
| YTD | +2.5% | -68.3% | +70.8% | +9.6% |
| 1Y | -5.8% | -75.2% | +69.4% | +2.8% |
| 3Y | +10.2% | -81.1% | +91.3% | +17.5% |
| 5Y | +4.7% | -95.0% | +99.7% | +25.5% |
| All | +17.9% | -92.6% | +110.5% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling