+244.1%
BNY vs HTZ
-92.5%
+336.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.3% | -8.3% | +0.3% |
| 7D | 0.0% | -27.4% | +27.4% | +2.3% |
| 30D | +7.4% | -11.4% | +18.7% | +8.0% |
| 3M | -4.3% | -33.1% | +28.7% | -2.1% |
| 6M | +16.2% | -73.5% | +89.7% | +26.0% |
| YTD | +33.9% | -68.1% | +101.9% | +41.7% |
| 1Y | +39.7% | -74.3% | +114.0% | +50.3% |
| 3Y | +258.0% | -80.9% | +338.9% | +275.0% |
| 5Y | +191.4% | -93.8% | +285.1% | +249.6% |
| All | +244.1% | -92.5% | +336.7% | +314.8% |
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 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