-28.0%
BA vs HTZ
-91.9%
+63.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -20.8% | +18.3% | -0.7% |
| 7D | -0.1% | -7.7% | +7.6% | +0.4% |
| 30D | -9.1% | -13.1% | +4.0% | -8.4% |
| 3M | -28.2% | +14.7% | -42.9% | -30.2% |
| 6M | -23.1% | -70.6% | +47.5% | -16.1% |
| YTD | -20.6% | -65.2% | +44.6% | -15.7% |
| 1Y | -12.7% | -73.2% | +60.5% | -5.0% |
| 3Y | -11.6% | -80.8% | +69.3% | -6.2% |
| 5Y | -23.1% | -94.8% | +71.6% | -3.6% |
| All | -28.0% | -91.9% | +63.8% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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