-91.5%
HTZ vs CASY
+298.2%
-389.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +7.5% | +0.1% | +7.4% | +7.4% |
| 30D | +47.4% | -11.3% | +58.8% | +52.6% |
| 3M | -54.9% | -0.6% | -54.3% | -56.1% |
| 6M | -47.0% | +10.7% | -57.7% | -50.9% |
| YTD | -55.3% | +37.1% | -92.4% | -62.6% |
| 1Y | -57.6% | +52.3% | -109.9% | -66.4% |
| 3Y | -86.6% | +215.2% | -301.8% | -92.9% |
| 5Y | -86.1% | +276.5% | -362.6% | -93.3% |
| All | -91.5% | +298.2% | -389.7% | -96.3% |
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