-94.4%
HTZ vs BMRN
-31.3%
-63.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | -8.5% | +2.1% | -10.7% | -9.1% |
| 30D | -18.9% | +3.8% | -22.7% | -19.7% |
| 3M | -36.0% | -16.5% | -19.5% | -32.4% |
| 6M | -74.6% | +6.9% | -81.4% | -75.0% |
| YTD | -70.8% | -3.7% | -67.1% | -70.5% |
| 1Y | -75.3% | +5.6% | -80.8% | -75.8% |
| 3Y | -81.6% | -31.4% | -50.2% | -79.9% |
| 5Y | -94.4% | -30.0% | -64.5% | -94.2% |
| All | -94.4% | -31.3% | -63.2% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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