-48.3%
HTZ vs BIYA
-99.9%
+51.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -7.6% | -13.2% | -20.6% |
| 7D | -7.7% | -10.6% | +2.8% | -7.4% |
| 30D | -13.1% | -19.4% | +6.3% | -13.0% |
| 3M | +14.7% | -61.5% | +76.3% | +17.2% |
| 6M | -70.6% | -91.5% | +20.9% | -70.5% |
| YTD | -65.2% | -97.2% | +32.0% | -64.2% |
| 1Y | -73.2% | -98.4% | +25.2% | -72.0% |
| All | -48.3% | -99.9% | +51.5% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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