-65.0%
BAX vs HTZ
-92.5%
+27.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.4% | +8.9% | +0.9% |
| 7D | +12.1% | -14.6% | +26.7% | +12.9% |
| 30D | +7.6% | -20.8% | +28.4% | +8.6% |
| 3M | -4.5% | -18.8% | +14.3% | -4.0% |
| 6M | +52.0% | -74.7% | +126.7% | +60.4% |
| YTD | +35.1% | -68.1% | +103.2% | +40.1% |
| 1Y | +43.7% | -73.5% | +117.2% | +50.2% |
| 3Y | -20.9% | -81.8% | +60.9% | -18.6% |
| 5Y | -63.5% | -95.2% | +31.7% | -62.3% |
| All | -65.0% | -92.5% | +27.6% | -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