-91.6%
HTZ vs BLDR
+62.6%
-154.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +9.3% | -0.1% | +5.4% |
| 7D | +18.9% | +24.4% | -5.4% | +8.3% |
| 30D | +26.3% | +24.9% | +1.3% | +14.5% |
| 3M | +49.7% | -7.8% | +57.5% | +52.7% |
| 6M | -61.1% | -5.8% | -55.3% | -62.8% |
| YTD | -56.0% | -32.5% | -23.6% | -51.1% |
| 1Y | -66.4% | -36.7% | -29.7% | -61.6% |
| 3Y | -75.8% | -45.2% | -30.6% | -71.8% |
| 5Y | -93.1% | +6.3% | -99.3% | -94.9% |
| All | -91.6% | +62.6% | -154.3% | -95.8% |
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 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