+113.7%
BP vs HTZ
-92.5%
+206.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.4% | +8.0% | +0.1% |
| 7D | -11.6% | -14.6% | +3.0% | -11.0% |
| 30D | 0.0% | -20.8% | +20.8% | +1.0% |
| 3M | +6.7% | -18.8% | +25.6% | +7.0% |
| 6M | +2.2% | -74.7% | +76.8% | +9.2% |
| YTD | +33.0% | -68.1% | +101.1% | +38.6% |
| 1Y | +30.7% | -73.5% | +104.2% | +37.9% |
| 3Y | +44.2% | -81.8% | +126.0% | +47.7% |
| 5Y | +105.1% | -95.2% | +200.4% | +131.4% |
| All | +113.7% | -92.5% | +206.2% | +135.6% |
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