+15.8%
CARR vs HTZ
-92.5%
+108.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.4% | +6.8% | -0.8% |
| 7D | -2.3% | -14.6% | +12.3% | -1.2% |
| 30D | -4.4% | -20.8% | +16.4% | -2.7% |
| 3M | -17.8% | -18.8% | +1.1% | -17.1% |
| 6M | -22.2% | -74.7% | +52.4% | -14.6% |
| YTD | +0.7% | -68.1% | +68.8% | +7.6% |
| 1Y | -5.9% | -73.5% | +67.5% | +2.0% |
| 3Y | +8.6% | -81.8% | +90.4% | +16.4% |
| 5Y | +6.7% | -95.2% | +102.0% | +28.1% |
| All | +15.8% | -92.5% | +108.4% | +42.9% |
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