-94.4%
HTZ vs BBAI
-76.4%
-18.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.3% | -2.7% | -7.8% |
| 7D | -27.5% | -8.3% | -19.2% | -27.2% |
| 30D | -21.9% | -2.9% | -18.9% | -21.7% |
| 3M | -29.2% | -28.2% | -1.1% | -28.3% |
| 6M | -75.2% | -44.5% | -30.7% | -74.6% |
| YTD | -70.8% | -57.0% | -13.8% | -70.0% |
| 1Y | -76.1% | -59.4% | -16.7% | -75.4% |
| 3Y | -82.5% | +48.7% | -131.2% | -83.2% |
| 5Y | -94.1% | -76.8% | -17.3% | -94.1% |
| All | -94.4% | -76.4% | -18.0% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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