+65.3%
BX vs HTZ
-90.1%
+155.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.0% | +3.4% | -0.9% |
| 7D | -2.0% | -2.5% | +0.5% | -1.6% |
| 30D | -2.3% | -3.7% | +1.4% | -2.6% |
| 3M | +18.5% | -57.0% | +75.5% | +29.9% |
| 6M | +23.7% | -47.0% | +70.7% | +29.8% |
| YTD | -10.4% | -57.5% | +47.1% | -2.9% |
| 1Y | -19.6% | -63.5% | +43.9% | -12.3% |
| 3Y | +30.8% | -86.3% | +117.1% | +65.9% |
| 5Y | +24.3% | -86.8% | +111.1% | +67.0% |
| All | +65.3% | -90.1% | +155.4% | +129.4% |
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