-93.9%
HTZ vs BG
+44.3%
-138.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.6% | -8.9% | -8.6% |
| 7D | -14.6% | +2.5% | -17.1% | -15.5% |
| 30D | -20.8% | -6.1% | -14.7% | -19.3% |
| 3M | -18.8% | -8.5% | -10.3% | -17.2% |
| 6M | -74.7% | -20.4% | -54.3% | -72.8% |
| YTD | -68.1% | +13.3% | -81.4% | -70.9% |
| 1Y | -73.5% | +7.3% | -80.7% | -75.3% |
| 3Y | -81.8% | +2.6% | -84.4% | -83.3% |
| 5Y | -95.2% | +22.0% | -117.2% | -96.2% |
| All | -93.9% | +44.3% | -138.2% | -95.8% |
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