-91.5%
HTZ vs BNS
+87.4%
-178.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +2.5% |
| 7D | +7.5% | +1.5% | +5.9% | +5.7% |
| 30D | +47.4% | +6.0% | +41.5% | +38.4% |
| 3M | -54.9% | +16.3% | -71.2% | -61.5% |
| 6M | -47.0% | +28.8% | -75.8% | -59.0% |
| YTD | -55.3% | +30.0% | -85.2% | -65.9% |
| 1Y | -57.6% | +50.7% | -108.3% | -72.4% |
| 3Y | -86.6% | +125.4% | -212.0% | -94.2% |
| 5Y | -86.1% | +94.2% | -180.4% | -93.3% |
| All | -91.5% | +87.4% | -178.9% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling