-86.5%
HTZ vs BRO
-1.5%
-85.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | +7.5% | -2.6% | +10.1% | +7.7% |
| 30D | +47.4% | +0.9% | +46.5% | +47.3% |
| 3M | -54.9% | +24.8% | -79.7% | -56.8% |
| 6M | -47.0% | -0.1% | -46.9% | -45.8% |
| YTD | -55.3% | -9.7% | -45.5% | -52.7% |
| 1Y | -57.6% | -24.5% | -33.2% | -52.8% |
| All | -86.5% | -1.5% | -85.1% | -85.6% |
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 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