-69.6%
HTZ vs CAI
-3.6%
-66.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -21.6% | +0.8% | -13.8% |
| 7D | -7.7% | -28.0% | +20.2% | +2.6% |
| 30D | -13.1% | -5.2% | -7.9% | -10.7% |
| 3M | +14.7% | +58.2% | -43.5% | -2.6% |
| 6M | -70.6% | +37.4% | -108.0% | -74.6% |
| YTD | -65.2% | -3.5% | -61.7% | -67.5% |
| 1Y | -73.2% | -10.9% | -62.3% | -74.7% |
| All | -69.6% | -3.6% | -66.0% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling