-94.0%
HTZ vs BBIO
+26.9%
-120.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -1.3% |
| 7D | -16.4% | +3.9% | -20.3% | -16.7% |
| 30D | -15.1% | +19.3% | -34.4% | -17.1% |
| 3M | -28.2% | -7.8% | -20.4% | -27.3% |
| 6M | -73.1% | +15.6% | -88.7% | -73.6% |
| YTD | -68.3% | +1.9% | -70.2% | -68.5% |
| 1Y | -75.2% | +26.1% | -101.3% | -76.1% |
| 3Y | -81.1% | +187.9% | -269.0% | -83.8% |
| 5Y | -95.0% | +52.8% | -147.8% | -96.3% |
| All | -94.0% | +26.9% | -120.9% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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