+143.9%
CAT vs HTZ
-82.6%
+226.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.4% | +9.3% | +1.5% |
| 7D | -10.3% | -14.6% | +4.3% | -9.4% |
| 30D | -31.2% | -20.8% | -10.4% | -30.2% |
| 3M | -34.7% | -18.8% | -15.8% | -34.2% |
| 6M | -39.5% | -74.7% | +35.2% | -33.8% |
| YTD | -1.7% | -68.1% | +66.4% | +4.7% |
| 1Y | -1.1% | -73.5% | +72.4% | +6.7% |
| 3Y | +143.9% | -81.8% | +225.7% | +171.9% |
| All | +143.9% | -82.6% | +226.4% | +171.9% |
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 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