+550.8%
BE vs HTZ
-92.5%
+643.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -8.4% | +11.8% | +5.0% |
| 7D | -14.7% | -14.6% | -0.1% | -12.1% |
| 30D | -40.5% | -20.8% | -19.8% | -37.8% |
| 3M | -24.3% | -18.8% | -5.5% | -22.2% |
| 6M | -39.3% | -74.7% | +35.4% | -24.9% |
| YTD | +99.4% | -68.1% | +167.5% | +131.5% |
| 1Y | +26.6% | -73.5% | +100.1% | +52.0% |
| 3Y | +1,616.9% | -81.8% | +1,698.8% | +1,876.4% |
| 5Y | +441.4% | -95.2% | +536.6% | +928.2% |
| All | +550.8% | -92.5% | +643.3% | +993.3% |
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