-11.5%
BA vs HTZ
-89.5%
+78.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | +1.2% | +7.5% | -6.3% | +0.5% |
| 30D | -11.6% | +47.4% | -59.1% | -15.6% |
| 3M | -2.4% | -54.9% | +52.5% | +3.0% |
| 6M | -6.6% | -47.0% | +40.4% | -4.0% |
| YTD | -2.2% | -55.3% | +53.0% | +2.0% |
| 1Y | -8.0% | -57.6% | +49.6% | -4.9% |
| 3Y | -5.0% | -86.6% | +81.6% | +12.7% |
| 5Y | -2.7% | -86.1% | +83.4% | +15.5% |
| All | -11.5% | -89.5% | +78.1% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling