+41.2%
BAC vs HTZ
-89.7%
+130.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.2% | -5.2% | +3.3% |
| 7D | +1.5% | +18.9% | -17.4% | +0.2% |
| 30D | -4.4% | +26.3% | -30.6% | -6.3% |
| 3M | -17.5% | +49.7% | -67.2% | -20.9% |
| 6M | -0.1% | -61.1% | +61.0% | +5.3% |
| YTD | -4.6% | -56.0% | +51.4% | -1.3% |
| 1Y | -1.5% | -66.4% | +64.9% | +4.0% |
| 3Y | +95.2% | -75.8% | +171.0% | +104.2% |
| 5Y | +23.3% | -93.1% | +116.4% | +46.1% |
| All | +41.2% | -89.7% | +130.9% | +64.0% |
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