-94.0%
HTZ vs BMRN
-31.3%
-62.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.2% |
| 7D | -16.4% | -0.5% | -16.0% | -16.2% |
| 30D | -15.1% | +4.3% | -19.4% | -16.2% |
| 3M | -28.2% | -10.4% | -17.8% | -25.7% |
| 6M | -73.1% | +5.8% | -78.8% | -73.5% |
| YTD | -68.3% | -3.8% | -64.5% | -68.0% |
| 1Y | -75.2% | +11.1% | -86.3% | -76.2% |
| 3Y | -81.1% | -31.7% | -49.4% | -79.4% |
| 5Y | -95.0% | -30.9% | -64.1% | -94.7% |
| All | -94.0% | -31.3% | -62.6% | -94.2% |
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