-66.4%
HTZ vs CAPR
+47.4%
-113.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +8.3% | +0.9% | +9.1% |
| 7D | +18.9% | +43.2% | -24.2% | +18.7% |
| 30D | +26.3% | +14.7% | +11.6% | +26.1% |
| 3M | +49.7% | +113.9% | -64.2% | +48.9% |
| 6M | -61.1% | -73.4% | +12.3% | -61.0% |
| YTD | -56.0% | -69.1% | +13.1% | -55.9% |
| 1Y | -66.4% | +47.2% | -113.6% | -67.3% |
| All | -66.4% | +47.4% | -113.9% | -67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling