+31.5%
CARR vs HTZ
-89.5%
+121.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +1.0% |
| 7D | +1.6% | +7.5% | -5.9% | +0.9% |
| 30D | -8.7% | +47.4% | -56.2% | -12.6% |
| 3M | -12.6% | -54.9% | +42.3% | -8.4% |
| 6M | -1.5% | -47.0% | +45.5% | +1.2% |
| YTD | +14.3% | -55.3% | +69.6% | +19.1% |
| 1Y | -4.6% | -57.6% | +53.1% | -1.1% |
| 3Y | +7.3% | -86.6% | +93.9% | +23.3% |
| 5Y | +11.6% | -86.1% | +97.8% | +24.3% |
| All | +31.5% | -89.5% | +121.0% | +58.3% |
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