-93.4%
HTZ vs BBWI
-57.3%
-36.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -6.2% | -14.6% | -18.4% |
| 7D | -7.7% | -3.1% | -4.7% | -6.1% |
| 30D | -13.1% | +23.1% | -36.3% | -19.4% |
| 3M | +14.7% | +7.3% | +7.4% | +10.2% |
| 6M | -70.6% | +22.6% | -93.2% | -74.2% |
| YTD | -65.2% | +13.3% | -78.5% | -68.7% |
| 1Y | -73.2% | -2.6% | -70.6% | -74.8% |
| 3Y | -80.8% | -25.9% | -54.9% | -80.5% |
| 5Y | -94.8% | -66.7% | -28.1% | -92.7% |
| All | -93.4% | -57.3% | -36.1% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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