-4.9%
CPRT vs HTZ
-92.5%
+87.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.4% | +6.7% | -1.1% |
| 7D | +6.0% | -14.6% | +20.6% | +6.9% |
| 30D | +20.0% | -20.8% | +40.8% | +21.5% |
| 3M | +10.1% | -18.8% | +28.9% | +10.6% |
| 6M | -4.3% | -74.7% | +70.4% | +2.8% |
| YTD | -18.4% | -68.1% | +49.7% | -14.6% |
| 1Y | -20.1% | -73.5% | +53.4% | -15.3% |
| 3Y | -30.4% | -81.8% | +51.4% | -27.1% |
| 5Y | -17.0% | -95.2% | +78.3% | -2.1% |
| All | -4.9% | -92.5% | +87.6% | +10.6% |
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