-60.9%
HTZ vs CAI
-7.1%
-53.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +7.5% | -2.2% | +9.7% | +8.2% |
| 30D | +47.4% | +52.4% | -5.0% | +27.9% |
| 3M | -54.9% | +45.1% | -100.0% | -60.8% |
| 6M | -47.0% | +26.2% | -73.2% | -52.9% |
| YTD | -55.3% | -7.1% | -48.2% | -57.3% |
| 1Y | -57.6% | -31.0% | -26.6% | -58.6% |
| All | -60.9% | -7.1% | -53.7% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling