+27.0%
BROS vs HTZ
-84.7%
+111.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -6.7% | +7.5% | -14.1% | -7.5% |
| 30D | -29.1% | +47.4% | -76.5% | -33.9% |
| 3M | -16.7% | -54.9% | +38.2% | -10.0% |
| 6M | -11.6% | -47.0% | +35.4% | -8.2% |
| YTD | -23.9% | -55.3% | +31.3% | -19.0% |
| 1Y | -34.8% | -57.6% | +22.9% | -31.1% |
| 3Y | +62.1% | -86.6% | +148.7% | +116.0% |
| All | +27.0% | -84.7% | +111.7% | +127.8% |
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 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