+114.5%
BP vs HTZ
-91.9%
+206.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -20.8% | +18.8% | -0.9% |
| 7D | -11.2% | -7.7% | -3.5% | -11.0% |
| 30D | -0.7% | -13.1% | +12.4% | -0.2% |
| 3M | +9.8% | +14.7% | -4.9% | +7.6% |
| 6M | -1.6% | -70.6% | +69.0% | +4.2% |
| YTD | +33.5% | -65.2% | +98.7% | +38.5% |
| 1Y | +31.7% | -73.2% | +104.9% | +39.1% |
| 3Y | +45.1% | -80.8% | +126.0% | +48.6% |
| 5Y | +105.9% | -94.8% | +200.7% | +131.2% |
| All | +114.5% | -91.9% | +206.3% | +135.4% |
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 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