-94.8%
HTZ vs BHP
+119.7%
-214.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.9% | -18.8% | -19.7% |
| 7D | -7.7% | -4.0% | -3.8% | -5.4% |
| 30D | -13.1% | -9.7% | -3.4% | -8.3% |
| 3M | +14.7% | -10.2% | +24.9% | +21.6% |
| 6M | -70.6% | +1.3% | -71.9% | -71.0% |
| YTD | -65.2% | +35.6% | -100.8% | -71.0% |
| 1Y | -73.2% | +47.5% | -120.7% | -78.6% |
| 3Y | -80.8% | +48.9% | -129.8% | -85.1% |
| 5Y | -94.8% | +118.4% | -213.2% | -97.3% |
| All | -94.8% | +119.7% | -214.5% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling