-66.4%
HTZ vs CASY
+32.1%
-98.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.4% | +7.8% | +9.1% |
| 7D | +18.9% | +0.8% | +18.1% | +18.9% |
| 30D | +26.3% | +9.4% | +16.8% | +25.9% |
| 3M | +49.7% | -20.6% | +70.3% | +50.2% |
| 6M | -61.1% | -20.7% | -40.4% | -59.0% |
| YTD | -56.0% | +22.5% | -78.5% | -62.7% |
| 1Y | -66.4% | +29.5% | -95.9% | -72.9% |
| All | -66.4% | +32.1% | -98.6% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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