-94.4%
HTZ vs BRO
+40.9%
-135.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.3% | -9.2% | -8.4% |
| 7D | -27.5% | +1.6% | -29.2% | -27.9% |
| 30D | -21.9% | +14.6% | -36.5% | -25.4% |
| 3M | -29.2% | +0.9% | -30.1% | -29.6% |
| 6M | -75.2% | +28.3% | -103.6% | -78.1% |
| YTD | -70.8% | -8.9% | -61.9% | -69.8% |
| 1Y | -76.1% | -7.5% | -68.6% | -75.5% |
| 3Y | -82.5% | +0.9% | -83.4% | -83.5% |
| 5Y | -94.1% | +18.0% | -112.1% | -95.1% |
| All | -94.4% | +40.9% | -135.3% | -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