-86.4%
HTZ vs CAPR
+84.7%
-171.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.3% |
| 7D | +7.5% | -2.0% | +9.5% | +7.5% |
| 30D | +47.4% | +139.2% | -91.7% | +43.8% |
| 3M | -54.9% | -66.4% | +11.5% | -54.5% |
| 6M | -47.0% | -63.1% | +16.1% | -46.7% |
| YTD | -55.3% | -67.4% | +12.2% | -54.9% |
| 1Y | -57.6% | +58.2% | -115.9% | -61.8% |
| 3Y | -86.6% | +42.2% | -128.8% | -89.6% |
| All | -86.4% | +84.7% | -171.1% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling