-93.9%
HTZ vs BLDR
+46.4%
-140.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -4.5% | -3.9% | -6.5% |
| 7D | -14.6% | -3.7% | -10.9% | -12.9% |
| 30D | -20.8% | +16.8% | -37.6% | -25.6% |
| 3M | -18.8% | -13.7% | -5.1% | -13.9% |
| 6M | -74.7% | -21.9% | -52.8% | -73.5% |
| YTD | -68.1% | -39.2% | -28.9% | -62.7% |
| 1Y | -73.5% | -42.6% | -30.8% | -68.2% |
| 3Y | -81.8% | -50.2% | -31.6% | -77.9% |
| 5Y | -95.2% | -7.0% | -88.2% | -96.3% |
| All | -93.9% | +46.4% | -140.3% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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