+19.4%
BIL vs HTZ
-92.5%
+111.9%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.4% | 0.0% |
| 7D | -0.3% | -14.6% | +14.3% | -0.3% |
| 30D | 0.0% | -20.8% | +20.8% | 0.0% |
| 3M | +0.3% | -18.8% | +19.1% | +0.3% |
| 6M | +1.2% | -74.7% | +75.9% | +1.2% |
| YTD | +2.5% | -68.1% | +70.6% | +2.5% |
| 1Y | +3.0% | -73.5% | +76.5% | +3.0% |
| 3Y | +13.2% | -81.8% | +95.0% | +13.1% |
| 5Y | +19.4% | -95.2% | +114.7% | +19.4% |
| All | +19.4% | -92.5% | +111.9% | +19.4% |
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