-94.8%
HTZ vs BR
+23.4%
-118.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +2.4% | -23.2% | -21.8% |
| 7D | -7.7% | +8.9% | -16.6% | -11.3% |
| 30D | -13.1% | +22.2% | -35.3% | -20.6% |
| 3M | +14.7% | +19.4% | -4.7% | +5.2% |
| 6M | -70.6% | +29.1% | -99.7% | -74.6% |
| YTD | -65.2% | -11.5% | -53.7% | -62.0% |
| 1Y | -73.2% | -9.3% | -63.9% | -71.3% |
| 3Y | -80.8% | +15.6% | -96.4% | -83.1% |
| 5Y | -94.8% | +22.1% | -116.9% | -96.0% |
| All | -94.8% | +23.4% | -118.2% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling