+13.0%
BBY vs HTZ
-93.0%
+106.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.1% | +4.4% | -1.0% |
| 7D | +4.0% | -14.0% | +18.0% | +5.5% |
| 30D | +17.6% | -19.8% | +37.4% | +19.7% |
| 3M | +25.9% | -45.0% | +70.9% | +32.5% |
| 6M | +85.1% | -73.2% | +158.3% | +106.3% |
| YTD | +60.6% | -70.0% | +130.7% | +74.8% |
| 1Y | +40.2% | -75.7% | +115.9% | +56.1% |
| 3Y | +86.6% | -82.1% | +168.7% | +102.5% |
| 5Y | -3.7% | -94.3% | +90.6% | +23.9% |
| All | +13.0% | -93.0% | +106.0% | +42.6% |
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