-94.4%
HTZ vs BRO
+41.0%
-135.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.3% |
| 7D | -8.5% | -0.3% | -8.3% | -8.5% |
| 30D | -18.9% | +11.3% | -30.2% | -21.8% |
| 3M | -36.0% | +0.7% | -36.7% | -36.3% |
| 6M | -74.6% | +32.9% | -107.5% | -77.8% |
| YTD | -70.8% | -8.8% | -62.0% | -69.8% |
| 1Y | -75.3% | -9.2% | -66.0% | -74.4% |
| 3Y | -81.6% | +0.1% | -81.6% | -82.5% |
| 5Y | -94.4% | +15.6% | -110.1% | -95.4% |
| All | -94.4% | +41.0% | -135.4% | -96.6% |
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