+8.8%
BBY vs HTZ
-92.5%
+101.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.4% | +8.6% | +1.1% |
| 7D | +4.2% | -14.6% | +18.7% | +5.6% |
| 30D | +17.8% | -20.8% | +38.6% | +20.1% |
| 3M | +25.8% | -18.8% | +44.6% | +26.7% |
| 6M | +73.8% | -74.7% | +148.5% | +95.4% |
| YTD | +54.7% | -68.1% | +122.8% | +67.5% |
| 1Y | +33.4% | -73.5% | +106.9% | +47.2% |
| 3Y | +72.2% | -81.8% | +154.0% | +87.7% |
| 5Y | -2.5% | -95.2% | +92.7% | +26.9% |
| All | +8.8% | -92.5% | +101.4% | +36.5% |
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