+37.9%
CAVA vs HTZ
-91.5%
+129.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.0% | +4.8% | -2.5% |
| 7D | +0.1% | -27.5% | +27.7% | +2.4% |
| 30D | +12.6% | -21.9% | +34.5% | +14.3% |
| 3M | -1.9% | -29.2% | +27.3% | 0.0% |
| 6M | -23.9% | -75.2% | +51.3% | -17.1% |
| YTD | +2.9% | -70.8% | +73.7% | +9.8% |
| 1Y | +21.6% | -76.1% | +97.7% | +31.7% |
| 3Y | +94.4% | -82.5% | +176.9% | +112.7% |
| All | +37.9% | -91.5% | +129.4% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling