+264.7%
BNY vs HTZ
-90.6%
+355.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.2% |
| 7D | +0.3% | -10.4% | +10.7% | +1.1% |
| 30D | +1.9% | -2.4% | +4.3% | +1.7% |
| 3M | +13.9% | -60.9% | +74.8% | +20.4% |
| 6M | +42.3% | -50.2% | +92.6% | +46.5% |
| YTD | +41.8% | -59.7% | +101.6% | +48.2% |
| 1Y | +57.9% | -66.0% | +124.0% | +66.0% |
| 3Y | +290.7% | -87.1% | +377.8% | +347.3% |
| 5Y | +252.3% | -86.9% | +339.1% | +284.7% |
| All | +264.7% | -90.6% | +355.3% | +333.8% |
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