-47.0%
HTZ vs CAI
+27.8%
-74.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +7.5% | -2.2% | +9.7% | +8.4% |
| 30D | +47.4% | +52.4% | -5.0% | +23.1% |
| 3M | -54.9% | +45.1% | -100.0% | -62.3% |
| 6M | -47.0% | +26.2% | -73.2% | -53.7% |
| All | -47.0% | +27.8% | -74.8% | -53.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling