-93.4%
HTZ vs BN
+58.8%
-152.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.1% | -17.7% | -18.2% |
| 7D | -7.7% | +5.7% | -13.5% | -11.5% |
| 30D | -13.1% | +12.0% | -25.1% | -20.5% |
| 3M | +14.7% | -6.1% | +20.8% | +21.5% |
| 6M | -70.6% | -8.6% | -62.0% | -67.9% |
| YTD | -65.2% | -8.5% | -56.6% | -62.1% |
| 1Y | -73.2% | -8.4% | -64.8% | -70.8% |
| 3Y | -80.8% | +92.3% | -173.1% | -89.0% |
| 5Y | -94.8% | +31.3% | -126.1% | -95.9% |
| All | -93.4% | +58.8% | -152.2% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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