-3.4%
BBY vs HTZ
-90.1%
+86.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +4.0% | -0.5% |
| 7D | +8.1% | -2.5% | +10.6% | +8.4% |
| 30D | +8.9% | -3.7% | +12.7% | +8.6% |
| 3M | +22.0% | -57.0% | +79.0% | +30.2% |
| 6M | +37.8% | -47.0% | +84.8% | +42.1% |
| YTD | +37.3% | -57.5% | +94.8% | +45.2% |
| 1Y | +21.6% | -63.5% | +85.0% | +29.1% |
| 3Y | +41.5% | -86.3% | +127.8% | +69.5% |
| 5Y | +1.2% | -86.8% | +88.0% | +18.9% |
| All | -3.4% | -90.1% | +86.6% | +18.4% |
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