-93.4%
HTZ vs BRO
+45.8%
-139.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.7% | -21.5% | -21.0% |
| 7D | -7.7% | +9.9% | -17.7% | -10.7% |
| 30D | -13.1% | +22.3% | -35.4% | -19.0% |
| 3M | +14.7% | +5.3% | +9.4% | +12.5% |
| 6M | -70.6% | +30.3% | -101.0% | -74.1% |
| YTD | -65.2% | -5.7% | -59.4% | -64.4% |
| 1Y | -73.2% | -3.5% | -69.7% | -73.0% |
| 3Y | -80.8% | +7.9% | -88.7% | -82.5% |
| 5Y | -94.8% | +24.5% | -119.3% | -95.8% |
| All | -93.4% | +45.8% | -139.1% | -96.0% |
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