-93.9%
HTZ vs BRO
+41.3%
-135.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -3.0% | -5.3% | -7.3% |
| 7D | -14.6% | +3.6% | -18.2% | -15.6% |
| 30D | -20.8% | +17.1% | -37.9% | -25.0% |
| 3M | -18.8% | +1.8% | -20.6% | -19.4% |
| 6M | -74.7% | +28.5% | -103.2% | -77.6% |
| YTD | -68.1% | -8.6% | -59.5% | -67.0% |
| 1Y | -73.5% | -4.7% | -68.8% | -73.2% |
| 3Y | -81.8% | +4.0% | -85.8% | -83.2% |
| 5Y | -95.2% | +20.7% | -115.9% | -96.1% |
| All | -93.9% | +41.3% | -135.3% | -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