+596.5%
BE vs HTZ
-93.2%
+689.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.0% | +3.6% | -2.8% |
| 7D | -13.4% | -27.5% | +14.2% | -7.9% |
| 30D | -33.9% | -21.9% | -12.0% | -30.7% |
| 3M | -12.0% | -29.2% | +17.3% | -6.9% |
| 6M | -29.0% | -75.2% | +46.2% | -11.7% |
| YTD | +113.4% | -70.8% | +184.2% | +152.1% |
| 1Y | +33.2% | -76.1% | +109.3% | +63.3% |
| 3Y | +1,659.2% | -82.5% | +1,741.7% | +1,910.0% |
| 5Y | +461.4% | -94.1% | +555.5% | +908.9% |
| All | +596.5% | -93.2% | +689.7% | +1,090.4% |
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