-93.9%
HTZ vs BNS
+84.8%
-178.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.1% | -8.3% | -8.3% |
| 7D | -14.6% | -2.2% | -12.4% | -11.4% |
| 30D | -20.8% | +5.1% | -25.9% | -23.7% |
| 3M | -18.8% | +4.7% | -23.6% | -21.8% |
| 6M | -74.7% | +19.0% | -93.7% | -78.6% |
| YTD | -68.1% | +28.2% | -96.2% | -75.0% |
| 1Y | -73.5% | +43.4% | -116.9% | -81.5% |
| 3Y | -81.8% | +143.1% | -224.9% | -92.6% |
| 5Y | -95.2% | +77.3% | -172.6% | -97.3% |
| All | -93.9% | +84.8% | -178.7% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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