-74.9%
HTZ vs BAH
-23.7%
-51.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.5% | +7.7% | +8.9% |
| 7D | +18.9% | +5.8% | +13.2% | +17.6% |
| 30D | +26.3% | +28.7% | -2.4% | +19.9% |
| 3M | +49.7% | +20.9% | +28.8% | +44.0% |
| 6M | -61.1% | +15.2% | -76.3% | -62.4% |
| YTD | -56.0% | +7.1% | -63.1% | -57.2% |
| 1Y | -66.4% | +6.4% | -72.8% | -67.3% |
| All | -74.9% | -23.7% | -51.2% | -76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling