-33.9%
BTDR vs HTZ
-89.8%
+55.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.5% | +10.0% |
| 7D | +7.1% | -16.4% | +23.5% | +11.1% |
| 30D | -31.4% | -15.1% | -16.3% | -29.2% |
| 3M | -39.2% | -28.2% | -11.1% | -35.7% |
| 6M | -50.9% | -73.1% | +22.1% | -39.7% |
| YTD | -41.0% | -68.3% | +27.3% | -29.9% |
| 1Y | -69.9% | -75.2% | +5.3% | -62.8% |
| 3Y | +87.3% | -81.1% | +168.4% | +117.8% |
| 5Y | -33.6% | -95.0% | +61.4% | -20.7% |
| All | -33.9% | -89.8% | +55.9% | -18.3% |
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