+38.2%
BAC vs HTZ
-92.6%
+130.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.3% |
| 7D | +2.0% | -16.4% | +18.4% | +3.2% |
| 30D | -6.9% | -15.1% | +8.2% | -6.0% |
| 3M | -19.6% | -28.2% | +8.6% | -18.1% |
| 6M | -0.5% | -73.1% | +72.6% | +7.8% |
| YTD | -6.6% | -68.3% | +61.7% | -1.1% |
| 1Y | -3.0% | -75.2% | +72.3% | +4.8% |
| 3Y | +97.3% | -81.1% | +178.4% | +108.6% |
| 5Y | +21.9% | -95.0% | +116.9% | +48.0% |
| All | +38.2% | -92.6% | +130.8% | +64.4% |
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