-93.4%
HTZ vs CASY
+263.5%
-356.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +2.2% | -23.0% | -21.5% |
| 7D | -7.7% | +1.8% | -9.6% | -8.5% |
| 30D | -13.1% | +11.2% | -24.3% | -16.3% |
| 3M | +14.7% | -19.1% | +33.8% | +21.9% |
| 6M | -70.6% | -19.9% | -50.7% | -68.8% |
| YTD | -65.2% | +25.2% | -90.3% | -70.1% |
| 1Y | -73.2% | +31.6% | -104.8% | -77.6% |
| 3Y | -80.8% | +155.4% | -236.2% | -88.8% |
| 5Y | -94.8% | +251.5% | -346.3% | -97.6% |
| All | -93.4% | +263.5% | -356.9% | -97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling