-93.9%
HTZ vs BTG
+53.6%
-147.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +2.5% | -10.8% | -9.0% |
| 7D | -14.6% | +17.4% | -32.0% | -18.0% |
| 30D | -20.8% | +8.0% | -28.8% | -22.8% |
| 3M | -18.8% | +32.5% | -51.3% | -24.8% |
| 6M | -74.7% | +21.6% | -96.3% | -76.2% |
| YTD | -68.1% | +21.2% | -89.3% | -70.2% |
| 1Y | -73.5% | +43.9% | -117.4% | -76.0% |
| 3Y | -81.8% | +78.6% | -160.4% | -85.0% |
| 5Y | -95.2% | +48.8% | -144.0% | -96.1% |
| All | -93.9% | +53.6% | -147.6% | -95.1% |
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