+35.2%
BAC vs HTZ
-92.5%
+127.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.4% | +7.7% | 0.0% |
| 7D | -1.2% | -14.6% | +13.4% | -0.1% |
| 30D | -7.7% | -20.8% | +13.1% | -6.3% |
| 3M | -21.2% | -18.8% | -2.3% | -20.6% |
| 6M | -6.8% | -74.7% | +67.8% | +1.4% |
| YTD | -8.7% | -68.1% | +59.4% | -3.3% |
| 1Y | -5.3% | -73.5% | +68.2% | +1.7% |
| 3Y | +87.4% | -81.8% | +169.3% | +99.5% |
| 5Y | +18.9% | -95.2% | +114.1% | +44.9% |
| All | +35.2% | -92.5% | +127.7% | +60.7% |
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