-93.9%
HTZ vs BB
-28.2%
-65.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +4.4% | -12.8% | -9.6% |
| 7D | -14.6% | +3.8% | -18.4% | -15.3% |
| 30D | -20.8% | -0.3% | -20.4% | -21.0% |
| 3M | -18.8% | -0.5% | -18.4% | -19.7% |
| 6M | -74.7% | +45.9% | -120.6% | -78.7% |
| YTD | -68.1% | +130.6% | -198.7% | -77.0% |
| 1Y | -73.5% | +89.2% | -162.7% | -79.7% |
| 3Y | -81.8% | +137.5% | -219.3% | -88.2% |
| 5Y | -95.2% | -20.9% | -74.3% | -96.3% |
| All | -93.9% | -28.2% | -65.7% | -95.2% |
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