-64.9%
BAX vs HTZ
-89.5%
+24.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.0% |
| 7D | -1.1% | +7.5% | -8.6% | -1.5% |
| 30D | -5.5% | +47.4% | -52.9% | -7.6% |
| 3M | +33.5% | -54.9% | +88.4% | +37.2% |
| 6M | +35.9% | -47.0% | +82.9% | +37.8% |
| YTD | +35.4% | -55.3% | +90.6% | +38.5% |
| 1Y | +9.8% | -57.6% | +67.4% | +12.0% |
| 3Y | -32.7% | -86.6% | +53.9% | -30.7% |
| 5Y | -65.6% | -86.1% | +20.6% | -64.2% |
| All | -64.9% | -89.5% | +24.6% | -64.8% |
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