-91.6%
HTZ vs BB
-28.1%
-63.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +7.0% | +2.2% | +7.2% |
| 7D | +18.9% | -6.8% | +25.8% | +21.2% |
| 30D | +26.3% | -3.5% | +29.8% | +26.8% |
| 3M | +49.7% | -1.2% | +50.9% | +48.1% |
| 6M | -61.1% | +57.0% | -118.1% | -68.1% |
| YTD | -56.0% | +131.1% | -187.2% | -68.3% |
| 1Y | -66.4% | +87.6% | -154.0% | -74.3% |
| 3Y | -75.8% | +134.2% | -210.0% | -84.2% |
| 5Y | -93.1% | -19.9% | -73.1% | -94.6% |
| All | -91.6% | -28.1% | -63.5% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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