+14.9%
BBY vs HTZ
-92.5%
+107.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.3% | -8.3% | +0.1% |
| 7D | +3.7% | -27.4% | +31.2% | +6.9% |
| 30D | +20.9% | -11.4% | +32.2% | +21.9% |
| 3M | +27.6% | -33.1% | +60.7% | +31.4% |
| 6M | +86.9% | -73.5% | +160.4% | +108.8% |
| YTD | +63.3% | -68.1% | +131.4% | +76.6% |
| 1Y | +42.6% | -74.3% | +116.9% | +57.9% |
| 3Y | +89.8% | -80.9% | +170.7% | +104.6% |
| 5Y | -0.1% | -93.8% | +93.7% | +27.6% |
| All | +14.9% | -92.5% | +107.4% | +44.0% |
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