-82.5%
HTZ vs BRO
+2.0%
-84.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.3% | -9.2% | -8.1% |
| 7D | -27.5% | +1.6% | -29.2% | -27.6% |
| 30D | -21.9% | +14.6% | -36.5% | -22.7% |
| 3M | -29.2% | +0.9% | -30.1% | -29.3% |
| 6M | -75.2% | +28.3% | -103.6% | -76.3% |
| YTD | -70.8% | -8.9% | -61.9% | -69.1% |
| 1Y | -76.1% | -7.5% | -68.6% | -74.9% |
| 3Y | -82.5% | +0.9% | -83.4% | -78.8% |
| All | -82.5% | +2.0% | -84.6% | -78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling