-93.4%
HTZ vs BG
+43.5%
-136.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +1.6% | -22.4% | -21.4% |
| 7D | -7.7% | +2.6% | -10.4% | -8.7% |
| 30D | -13.1% | -8.2% | -4.9% | -10.7% |
| 3M | +14.7% | -7.0% | +21.7% | +16.5% |
| 6M | -70.6% | -23.5% | -47.1% | -67.9% |
| YTD | -65.2% | +12.6% | -77.8% | -68.2% |
| 1Y | -73.2% | +5.8% | -78.9% | -74.8% |
| 3Y | -80.8% | +1.4% | -82.2% | -82.3% |
| 5Y | -94.8% | +21.3% | -116.1% | -95.9% |
| All | -93.4% | +43.5% | -136.8% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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