-91.6%
HTZ vs BAH
+14.7%
-106.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.5% | +7.7% | +8.8% |
| 7D | +18.9% | +5.8% | +13.2% | +17.3% |
| 30D | +26.3% | +28.7% | -2.4% | +18.4% |
| 3M | +49.7% | +20.9% | +28.8% | +42.6% |
| 6M | -61.1% | +15.2% | -76.3% | -62.8% |
| YTD | -56.0% | +7.1% | -63.1% | -57.5% |
| 1Y | -66.4% | +6.4% | -72.8% | -67.5% |
| 3Y | -75.8% | -23.6% | -52.1% | -76.2% |
| 5Y | -93.1% | +11.5% | -104.6% | -94.5% |
| All | -91.6% | +14.7% | -106.3% | -93.8% |
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