+109.2%
BTI vs HTZ
-89.5%
+198.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | -1.4% | +7.5% | -8.9% | -1.5% |
| 30D | -6.6% | +47.4% | -54.0% | -7.4% |
| 3M | -3.0% | -54.9% | +51.9% | -2.0% |
| 6M | -6.7% | -47.0% | +40.3% | -6.2% |
| YTD | +0.6% | -55.3% | +55.8% | +1.4% |
| 1Y | +5.6% | -57.6% | +63.2% | +6.3% |
| 3Y | +110.3% | -86.6% | +196.9% | +116.4% |
| 5Y | +114.3% | -86.1% | +200.4% | +116.9% |
| All | +109.2% | -89.5% | +198.7% | +115.7% |
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