+54.6%
BTDR vs HTZ
-82.6%
+137.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -8.4% | +21.7% | +15.3% |
| 7D | -10.4% | -14.6% | +4.2% | -6.9% |
| 30D | -42.2% | -20.8% | -21.4% | -39.0% |
| 3M | -42.8% | -18.8% | -24.0% | -40.7% |
| 6M | -60.2% | -74.7% | +14.5% | -48.0% |
| YTD | -46.3% | -68.1% | +21.8% | -34.1% |
| 1Y | -71.7% | -73.5% | +1.8% | -63.8% |
| 3Y | +54.6% | -81.8% | +136.4% | +149.1% |
| All | +54.6% | -82.6% | +137.2% | +149.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling