-93.4%
HTZ vs BAH
+16.0%
-109.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +1.2% | -22.0% | -21.1% |
| 7D | -7.7% | +6.0% | -13.8% | -9.1% |
| 30D | -13.1% | +31.1% | -44.2% | -18.9% |
| 3M | +14.7% | +25.2% | -10.4% | +8.4% |
| 6M | -70.6% | +18.9% | -89.5% | -72.1% |
| YTD | -65.2% | +8.3% | -73.5% | -66.5% |
| 1Y | -73.2% | +6.2% | -79.4% | -74.1% |
| 3Y | -80.8% | -22.8% | -58.0% | -81.2% |
| 5Y | -94.8% | +13.6% | -108.4% | -95.9% |
| All | -93.4% | +16.0% | -109.4% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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