-94.8%
HTZ vs BB
-23.9%
-70.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.5% | -16.3% | -19.4% |
| 7D | -7.7% | -8.9% | +1.2% | -4.8% |
| 30D | -13.1% | -12.6% | -0.5% | -9.8% |
| 3M | +14.7% | -4.1% | +18.9% | +14.8% |
| 6M | -70.6% | +49.5% | -120.1% | -76.0% |
| YTD | -65.2% | +120.8% | -186.0% | -75.4% |
| 1Y | -73.2% | +76.2% | -149.4% | -79.6% |
| 3Y | -80.8% | +123.8% | -204.6% | -88.0% |
| 5Y | -94.8% | -24.3% | -70.5% | -93.9% |
| All | -94.8% | -23.9% | -70.9% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling