+1.5%
BSX vs HTZ
-92.6%
+94.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.0% |
| 7D | -0.7% | -16.4% | +15.7% | 0.0% |
| 30D | +3.0% | -15.1% | +18.1% | +3.6% |
| 3M | -10.7% | -28.2% | +17.5% | -9.8% |
| 6M | -18.4% | -73.1% | +54.7% | -15.2% |
| YTD | -53.8% | -68.3% | +14.5% | -52.6% |
| 1Y | -56.0% | -75.2% | +19.2% | -54.4% |
| 3Y | -14.4% | -81.1% | +66.7% | -12.2% |
| 5Y | +2.9% | -95.0% | +97.9% | +13.4% |
| All | +1.5% | -92.6% | +94.1% | +14.2% |
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