-50.2%
BROS vs HTZ
-95.4%
+45.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.4% | +6.1% | -1.1% |
| 7D | -21.2% | -14.6% | -6.6% | -19.1% |
| 30D | -11.6% | -20.8% | +9.2% | -8.5% |
| 3M | -36.7% | -18.8% | -17.9% | -35.4% |
| 6M | -42.8% | -74.7% | +31.9% | -32.3% |
| YTD | -44.8% | -68.1% | +23.3% | -38.2% |
| 1Y | -36.5% | -73.5% | +36.9% | -26.8% |
| 3Y | +27.0% | -81.8% | +108.8% | +47.9% |
| All | -50.2% | -95.4% | +45.2% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling