+16.1%
BBY vs HTZ
-92.6%
+108.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +6.7% |
| 7D | +10.5% | -16.4% | +27.0% | +12.3% |
| 30D | +22.1% | -15.1% | +37.3% | +23.7% |
| 3M | +31.0% | -28.2% | +59.2% | +33.7% |
| 6M | +83.2% | -73.1% | +156.3% | +104.3% |
| YTD | +65.1% | -68.3% | +133.4% | +78.7% |
| 1Y | +41.6% | -75.2% | +116.9% | +57.7% |
| 3Y | +95.6% | -81.1% | +176.7% | +111.4% |
| 5Y | +1.0% | -95.0% | +96.0% | +31.0% |
| All | +16.1% | -92.6% | +108.7% | +45.7% |
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