-91.6%
HTZ vs BIDU
-60.6%
-31.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.5% | +4.7% | +8.0% |
| 7D | +18.9% | +1.2% | +17.8% | +18.7% |
| 30D | +26.3% | -7.5% | +33.8% | +28.8% |
| 3M | +49.7% | -28.6% | +78.2% | +62.1% |
| 6M | -61.1% | -36.9% | -24.2% | -56.7% |
| YTD | -56.0% | -38.4% | -17.6% | -51.0% |
| 1Y | -66.4% | -35.7% | -30.8% | -63.2% |
| 3Y | -75.8% | -26.7% | -49.1% | -75.2% |
| 5Y | -93.1% | -50.5% | -42.5% | -92.5% |
| All | -91.6% | -60.6% | -31.1% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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