+23.2%
BMY vs HTZ
-89.5%
+112.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.9% |
| 7D | +0.4% | +7.5% | -7.1% | +0.1% |
| 30D | +5.0% | +47.4% | -42.4% | +3.2% |
| 3M | +19.4% | -54.9% | +74.3% | +21.9% |
| 6M | +9.5% | -47.0% | +56.5% | +10.9% |
| YTD | +28.1% | -55.3% | +83.3% | +30.3% |
| 1Y | +50.0% | -57.6% | +107.6% | +52.2% |
| 3Y | +24.1% | -86.6% | +110.7% | +26.7% |
| 5Y | +25.0% | -86.1% | +111.1% | +27.2% |
| All | +23.2% | -89.5% | +112.8% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling