+180.6%
CAT vs HTZ
-91.9%
+272.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -20.8% | +14.4% | -4.3% |
| 7D | -14.5% | -7.7% | -6.7% | -14.0% |
| 30D | -35.7% | -13.1% | -22.6% | -35.1% |
| 3M | -36.3% | +14.7% | -51.0% | -38.2% |
| 6M | -38.5% | -70.6% | +32.1% | -32.3% |
| YTD | -2.5% | -65.2% | +62.6% | +4.4% |
| 1Y | -1.9% | -73.2% | +71.3% | +7.7% |
| 3Y | +139.2% | -80.8% | +220.0% | +154.9% |
| 5Y | +192.1% | -94.8% | +286.9% | +252.3% |
| All | +180.6% | -91.9% | +272.4% | +230.8% |
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