+19.9%
CVNA vs HTZ
-92.5%
+112.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.3% | -8.2% | -1.4% |
| 7D | -4.8% | -27.4% | +22.7% | +3.3% |
| 30D | +24.1% | -11.4% | +35.5% | +27.0% |
| 3M | +2.6% | -33.1% | +35.7% | +11.6% |
| 6M | -3.1% | -73.5% | +70.4% | +28.3% |
| YTD | -12.5% | -68.1% | +55.6% | +6.0% |
| 1Y | +13.0% | -74.3% | +87.3% | +45.6% |
| 3Y | +1,165.3% | -80.9% | +1,246.2% | +1,327.9% |
| 5Y | +29.0% | -93.8% | +122.8% | +175.6% |
| All | +19.9% | -92.5% | +112.5% | +155.1% |
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