+138.6%
BKR vs HTZ
-92.5%
+231.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.3% | -5.9% | +2.8% |
| 7D | -0.4% | -27.4% | +27.0% | +1.6% |
| 30D | -11.6% | -11.4% | -0.3% | -11.2% |
| 3M | -23.4% | -33.1% | +9.7% | -21.8% |
| 6M | -22.9% | -73.5% | +50.6% | -17.2% |
| YTD | +10.2% | -68.1% | +78.3% | +15.7% |
| 1Y | +2.5% | -74.3% | +76.8% | +9.1% |
| 3Y | +53.1% | -80.9% | +134.0% | +57.8% |
| 5Y | +127.1% | -93.8% | +220.9% | +160.1% |
| All | +138.6% | -92.5% | +231.1% | +178.4% |
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