-61.1%
HTZ vs BBWI
+26.2%
-87.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.1% | +5.1% | +9.3% |
| 7D | +18.9% | +8.8% | +10.2% | +19.4% |
| 30D | +26.3% | +34.8% | -8.6% | +29.5% |
| 3M | +49.7% | +12.9% | +36.7% | +51.0% |
| 6M | -61.1% | +29.6% | -90.7% | -62.9% |
| All | -61.1% | +26.2% | -87.3% | -62.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling