+19.4%
CVNA vs HTZ
-92.5%
+112.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -8.4% | +10.4% | +4.4% |
| 7D | +7.7% | -14.6% | +22.3% | +11.9% |
| 30D | +17.2% | -20.8% | +38.0% | +23.8% |
| 3M | +7.7% | -18.8% | +26.5% | +10.1% |
| 6M | -5.5% | -74.7% | +69.2% | +27.0% |
| YTD | -12.8% | -68.1% | +55.3% | +5.7% |
| 1Y | +26.8% | -73.5% | +100.3% | +61.7% |
| 3Y | +1,007.0% | -81.8% | +1,088.8% | +1,195.4% |
| 5Y | +23.5% | -95.2% | +118.7% | +164.8% |
| All | +19.4% | -92.5% | +112.0% | +154.4% |
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