+686.9%
BE vs HTZ
-92.5%
+779.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +9.3% | +3.6% | +11.1% |
| 7D | +4.5% | -27.4% | +32.0% | +11.4% |
| 30D | -20.1% | -11.4% | -8.8% | -18.2% |
| 3M | -0.8% | -33.1% | +32.2% | +6.2% |
| 6M | -26.2% | -73.5% | +47.3% | -9.5% |
| YTD | +141.1% | -68.1% | +209.2% | +180.1% |
| 1Y | +64.8% | -74.3% | +139.1% | +99.5% |
| 3Y | +1,887.4% | -80.9% | +1,968.3% | +2,133.7% |
| 5Y | +518.1% | -93.8% | +611.9% | +1,004.4% |
| All | +686.9% | -92.5% | +779.4% | +1,222.8% |
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 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