-94.4%
HTZ vs BR
+30.7%
-125.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | -8.5% | +1.1% | -9.6% | -9.0% |
| 30D | -18.9% | +14.4% | -33.3% | -23.7% |
| 3M | -36.0% | +12.4% | -48.5% | -39.5% |
| 6M | -74.6% | +35.4% | -110.0% | -78.7% |
| YTD | -70.8% | -12.2% | -58.7% | -68.2% |
| 1Y | -75.3% | -12.7% | -62.5% | -72.9% |
| 3Y | -81.6% | +14.3% | -95.8% | -83.7% |
| 5Y | -94.4% | +19.3% | -113.7% | -95.5% |
| All | -94.4% | +30.7% | -125.1% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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