-94.4%
HTZ vs BTG
+51.1%
-145.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -6.5% | -1.5% | -6.4% |
| 7D | -27.5% | +13.0% | -40.5% | -29.7% |
| 30D | -21.9% | +1.1% | -23.0% | -22.5% |
| 3M | -29.2% | +5.3% | -34.6% | -30.7% |
| 6M | -75.2% | +1.1% | -76.3% | -75.7% |
| YTD | -70.8% | +19.2% | -90.0% | -72.7% |
| 1Y | -76.1% | +31.5% | -107.6% | -78.0% |
| 3Y | -82.5% | +94.3% | -176.8% | -85.8% |
| 5Y | -94.1% | +41.8% | -135.9% | -95.1% |
| All | -94.4% | +51.1% | -145.5% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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