-94.0%
HTZ vs BRO
+39.2%
-133.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.1% |
| 7D | -16.4% | -1.0% | -15.4% | -16.1% |
| 30D | -15.1% | +13.2% | -28.3% | -18.6% |
| 3M | -28.2% | -0.1% | -28.1% | -28.3% |
| 6M | -73.1% | +26.8% | -99.8% | -76.0% |
| YTD | -68.3% | -10.0% | -58.3% | -67.0% |
| 1Y | -75.2% | -8.7% | -66.5% | -74.5% |
| 3Y | -81.1% | +1.1% | -82.2% | -82.3% |
| 5Y | -95.0% | +16.9% | -111.9% | -95.9% |
| All | -94.0% | +39.2% | -133.1% | -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