-5.8%
BROS vs HTZ
-88.1%
+82.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -20.8% | -0.6% | -18.7% |
| 7D | -21.4% | -7.7% | -13.7% | -20.2% |
| 30D | -11.5% | -13.1% | +1.6% | -9.7% |
| 3M | -47.4% | +14.7% | -62.1% | -49.3% |
| 6M | -39.5% | -70.6% | +31.1% | -30.9% |
| YTD | -43.5% | -65.2% | +21.6% | -37.9% |
| 1Y | -37.8% | -73.2% | +35.4% | -29.0% |
| 3Y | +30.5% | -80.8% | +111.3% | +48.4% |
| 5Y | -49.1% | -94.8% | +45.6% | -31.0% |
| All | -5.8% | -88.1% | +82.3% | +74.5% |
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