+6.5%
BDX vs HTZ
-89.5%
+96.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.9% | -1.6% |
| 7D | -2.5% | +7.5% | -10.0% | -2.8% |
| 30D | +8.3% | +47.4% | -39.2% | +6.7% |
| 3M | +24.4% | -54.9% | +79.3% | +26.3% |
| 6M | +9.2% | -47.0% | +56.2% | +9.9% |
| YTD | +22.7% | -55.3% | +78.0% | +24.2% |
| 1Y | +25.9% | -57.6% | +83.5% | +27.1% |
| 3Y | -10.5% | -86.6% | +76.1% | -8.2% |
| 5Y | +1.9% | -86.1% | +88.0% | +3.9% |
| All | +6.5% | -89.5% | +96.0% | +9.8% |
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