-91.5%
HTZ vs BBWI
-62.2%
-29.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.2% |
| 7D | +7.5% | +1.5% | +6.0% | +6.8% |
| 30D | +47.4% | -5.2% | +52.6% | +48.2% |
| 3M | -54.9% | +11.1% | -66.0% | -58.8% |
| 6M | -47.0% | -13.4% | -33.6% | -46.6% |
| YTD | -55.3% | +0.1% | -55.3% | -57.9% |
| 1Y | -57.6% | -36.1% | -21.5% | -52.7% |
| 3Y | -86.6% | -44.1% | -42.5% | -84.9% |
| 5Y | -86.1% | -66.2% | -19.9% | -80.9% |
| All | -91.5% | -62.2% | -29.2% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling