-93.1%
HTZ vs CASY
+246.6%
-339.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.4% | +7.8% | +8.7% |
| 7D | +18.9% | +0.8% | +18.1% | +18.6% |
| 30D | +26.3% | +9.4% | +16.8% | +22.5% |
| 3M | +49.7% | -20.6% | +70.3% | +60.3% |
| 6M | -61.1% | -20.7% | -40.4% | -58.6% |
| YTD | -56.0% | +22.5% | -78.5% | -62.0% |
| 1Y | -66.4% | +29.5% | -95.9% | -71.8% |
| 3Y | -75.8% | +150.0% | -225.7% | -85.9% |
| 5Y | -93.1% | +248.6% | -341.6% | -96.8% |
| All | -93.1% | +246.6% | -339.7% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling