-93.4%
HTZ vs CAPR
+67.0%
-160.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.6% | -17.2% | -20.7% |
| 7D | -7.7% | +29.7% | -37.4% | -8.3% |
| 30D | -13.1% | +11.0% | -24.1% | -13.4% |
| 3M | +14.7% | +118.8% | -104.1% | +12.0% |
| 6M | -70.6% | -73.9% | +3.3% | -70.2% |
| YTD | -65.2% | -70.2% | +5.0% | -64.9% |
| 1Y | -73.2% | +38.3% | -111.4% | -75.6% |
| 3Y | -80.8% | +199.7% | -280.5% | -86.2% |
| 5Y | -94.8% | +130.6% | -225.4% | -96.5% |
| All | -93.4% | +67.0% | -160.4% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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