-86.4%
HTZ vs BG
+76.3%
-162.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | +7.5% | +2.8% | +4.7% | +6.3% |
| 30D | +47.4% | +12.0% | +35.4% | +40.8% |
| 3M | -54.9% | -7.7% | -47.2% | -53.8% |
| 6M | -47.0% | +4.5% | -51.5% | -48.8% |
| YTD | -55.3% | +35.7% | -90.9% | -61.4% |
| 1Y | -57.6% | +50.1% | -107.7% | -65.4% |
| 3Y | -86.6% | +12.6% | -99.2% | -88.0% |
| All | -86.4% | +76.3% | -162.7% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling