-57.6%
HTZ vs CART
+14.4%
-72.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.3% |
| 7D | +7.5% | +1.0% | +6.4% | +7.5% |
| 30D | +47.4% | +12.6% | +34.8% | +46.8% |
| 3M | -54.9% | +23.1% | -78.0% | -55.1% |
| 6M | -47.0% | +39.5% | -86.5% | -47.1% |
| YTD | -55.3% | +13.5% | -68.8% | -56.2% |
| 1Y | -57.6% | +14.9% | -72.5% | -58.9% |
| All | -57.6% | +14.4% | -72.1% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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