-85.4%
HTZ vs CART
+21.6%
-107.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | +7.5% | +1.0% | +6.4% | +7.3% |
| 30D | +47.4% | +12.6% | +34.8% | +43.9% |
| 3M | -54.9% | +23.1% | -78.0% | -56.9% |
| 6M | -47.0% | +39.5% | -86.5% | -50.9% |
| YTD | -55.3% | +13.5% | -68.8% | -56.8% |
| 1Y | -57.6% | +14.9% | -72.5% | -59.5% |
| All | -85.4% | +21.6% | -107.0% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling