-91.5%
HTZ vs BLDR
+54.0%
-145.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.3% |
| 7D | +7.5% | -2.8% | +10.3% | +8.6% |
| 30D | +47.4% | -13.3% | +60.7% | +55.4% |
| 3M | -54.9% | -12.3% | -42.6% | -55.1% |
| 6M | -47.0% | -31.5% | -15.5% | -41.1% |
| YTD | -55.3% | -36.1% | -19.2% | -48.8% |
| 1Y | -57.6% | -54.1% | -3.6% | -43.8% |
| 3Y | -86.6% | -55.8% | -30.8% | -82.8% |
| 5Y | -86.1% | +20.7% | -106.9% | -90.8% |
| All | -91.5% | +54.0% | -145.4% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling