-64.9%
BAX vs HTZ
-93.2%
+28.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.4% |
| 7D | +0.1% | -8.5% | +8.6% | +0.5% |
| 30D | +4.1% | -18.9% | +23.0% | +4.9% |
| 3M | -4.5% | -36.0% | +31.5% | -2.9% |
| 6M | +49.2% | -74.6% | +123.8% | +57.2% |
| YTD | +35.2% | -70.8% | +106.1% | +40.8% |
| 1Y | +38.3% | -75.3% | +113.6% | +45.0% |
| 3Y | -19.0% | -81.6% | +62.5% | -16.6% |
| 5Y | -64.2% | -94.4% | +30.3% | -62.6% |
| All | -64.9% | -93.2% | +28.3% | -64.2% |
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