+36.1%
BAC vs HTZ
-91.9%
+127.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -20.8% | +17.2% | -2.0% |
| 7D | -2.7% | -7.7% | +5.0% | -2.2% |
| 30D | -8.0% | -13.1% | +5.1% | -7.3% |
| 3M | -20.9% | +14.7% | -35.7% | -22.7% |
| 6M | -5.4% | -70.6% | +65.2% | +1.8% |
| YTD | -8.1% | -65.2% | +57.1% | -3.3% |
| 1Y | -3.1% | -73.2% | +70.1% | +4.0% |
| 3Y | +88.1% | -80.8% | +169.0% | +100.1% |
| 5Y | +19.7% | -94.8% | +114.5% | +44.9% |
| All | +36.1% | -91.9% | +127.9% | +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 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