-91.6%
HTZ vs BG
+41.2%
-132.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.4% | +6.8% | +8.3% |
| 7D | +18.9% | -3.8% | +22.7% | +20.6% |
| 30D | +26.3% | -9.6% | +35.9% | +30.7% |
| 3M | +49.7% | -8.5% | +58.2% | +53.1% |
| 6M | -61.1% | -23.0% | -38.1% | -57.6% |
| YTD | -56.0% | +10.9% | -66.9% | -59.5% |
| 1Y | -66.4% | +6.0% | -72.4% | -68.5% |
| 3Y | -75.8% | -0.2% | -75.6% | -77.5% |
| 5Y | -93.1% | +19.9% | -112.9% | -94.5% |
| All | -91.6% | +41.2% | -132.9% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling