-94.4%
HTZ vs BHP
+75.2%
-169.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.1% | -5.9% | -6.9% |
| 7D | -27.5% | +3.8% | -31.4% | -28.7% |
| 30D | -21.9% | -6.5% | -15.4% | -19.3% |
| 3M | -29.2% | -8.5% | -20.7% | -25.9% |
| 6M | -75.2% | -2.2% | -73.0% | -75.1% |
| YTD | -70.8% | +40.0% | -110.8% | -75.8% |
| 1Y | -76.1% | +51.3% | -127.4% | -80.9% |
| 3Y | -82.5% | +56.5% | -139.1% | -86.5% |
| 5Y | -94.1% | +130.2% | -224.3% | -96.2% |
| All | -94.4% | +75.2% | -169.7% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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