-93.9%
HTZ vs BRO
+39.9%
-133.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.7% | +10.0% | +9.6% |
| 7D | -27.4% | -3.4% | -24.1% | -26.6% |
| 30D | -11.4% | +12.4% | -23.8% | -14.8% |
| 3M | -33.1% | +0.4% | -33.5% | -33.3% |
| 6M | -73.5% | +29.6% | -103.1% | -76.7% |
| YTD | -68.1% | -9.5% | -58.6% | -66.9% |
| 1Y | -74.3% | -9.9% | -64.4% | -73.3% |
| 3Y | -80.9% | +0.2% | -81.1% | -81.9% |
| 5Y | -93.8% | +16.3% | -110.1% | -94.9% |
| All | -93.9% | +39.9% | -133.8% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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