+100.4%
BKNG vs HTZ
-90.6%
+190.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.3% | +1.5% | -3.4% |
| 7D | -13.1% | -10.4% | -2.7% | -12.4% |
| 30D | -18.5% | -2.4% | -16.2% | -18.7% |
| 3M | +5.8% | -60.9% | +66.6% | +11.4% |
| 6M | -2.1% | -50.2% | +48.1% | -0.1% |
| YTD | -18.6% | -59.7% | +41.1% | -15.4% |
| 1Y | -21.7% | -66.0% | +44.3% | -18.1% |
| 3Y | +40.9% | -87.1% | +127.9% | +65.1% |
| 5Y | +91.0% | -86.9% | +177.8% | +130.9% |
| All | +100.4% | -90.6% | +190.9% | +143.5% |
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