-86.5%
HTZ vs BAH
-32.2%
-54.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | +7.5% | -3.2% | +10.7% | +8.2% |
| 30D | +47.4% | +2.0% | +45.4% | +47.2% |
| 3M | -54.9% | -7.6% | -47.3% | -54.3% |
| 6M | -47.0% | -5.7% | -41.3% | -46.7% |
| YTD | -55.3% | -11.7% | -43.5% | -54.6% |
| 1Y | -57.6% | -27.4% | -30.3% | -55.4% |
| All | -86.5% | -32.2% | -54.4% | -86.1% |
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