-91.5%
HTZ vs BRO
+39.6%
-131.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.9% |
| 7D | +7.5% | -2.6% | +10.1% | +8.4% |
| 30D | +47.4% | +0.9% | +46.5% | +46.9% |
| 3M | -54.9% | +24.8% | -79.7% | -59.4% |
| 6M | -47.0% | -0.1% | -46.9% | -47.5% |
| YTD | -55.3% | -9.7% | -45.5% | -53.5% |
| 1Y | -57.6% | -24.5% | -33.2% | -52.1% |
| 3Y | -86.6% | -1.6% | -85.0% | -87.2% |
| 5Y | -86.1% | +25.6% | -111.7% | -89.3% |
| All | -91.5% | +39.6% | -131.1% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling