-94.3%
HTZ vs BNS
+86.7%
-181.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -5.3% |
| 7D | -14.0% | +1.0% | -14.9% | -14.7% |
| 30D | -19.8% | +2.7% | -22.5% | -20.8% |
| 3M | -45.0% | +3.5% | -48.5% | -46.5% |
| 6M | -73.2% | +22.1% | -95.3% | -78.0% |
| YTD | -70.0% | +29.5% | -99.5% | -76.8% |
| 1Y | -75.7% | +40.7% | -116.4% | -82.7% |
| 3Y | -82.1% | +148.6% | -230.6% | -92.9% |
| 5Y | -94.3% | +79.6% | -173.9% | -96.8% |
| All | -94.3% | +86.7% | -181.0% | -96.9% |
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