-93.9%
HTZ vs BR
+29.3%
-123.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.8% | -6.6% | -7.6% |
| 7D | -14.6% | +6.5% | -21.1% | -17.1% |
| 30D | -20.8% | +18.9% | -39.7% | -26.8% |
| 3M | -18.8% | +16.3% | -35.1% | -24.8% |
| 6M | -74.7% | +26.2% | -100.9% | -77.9% |
| YTD | -68.1% | -13.1% | -55.0% | -65.0% |
| 1Y | -73.5% | -10.5% | -63.0% | -71.6% |
| 3Y | -81.8% | +13.3% | -95.2% | -83.8% |
| 5Y | -95.2% | +19.9% | -115.1% | -96.2% |
| All | -93.9% | +29.3% | -123.2% | -95.8% |
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