-94.0%
HTZ vs BNS
+88.1%
-182.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -2.5% |
| 7D | -16.4% | -0.8% | -15.6% | -14.7% |
| 30D | -15.1% | +5.5% | -20.6% | -18.6% |
| 3M | -28.2% | +6.0% | -34.2% | -31.8% |
| 6M | -73.1% | +22.6% | -95.7% | -78.0% |
| YTD | -68.3% | +30.5% | -98.7% | -75.6% |
| 1Y | -75.2% | +44.1% | -119.4% | -82.8% |
| 3Y | -81.1% | +150.8% | -231.9% | -92.6% |
| 5Y | -95.0% | +80.7% | -175.7% | -97.3% |
| All | -94.0% | +88.1% | -182.1% | -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