-94.4%
HTZ vs BTG
+39.7%
-134.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.4% |
| 7D | -8.5% | -9.1% | +0.5% | -6.4% |
| 30D | -18.9% | -1.6% | -17.3% | -19.1% |
| 3M | -36.0% | -2.8% | -33.2% | -36.3% |
| 6M | -74.6% | -7.6% | -67.0% | -74.5% |
| YTD | -70.8% | +10.2% | -81.1% | -72.1% |
| 1Y | -75.3% | +21.3% | -96.5% | -76.8% |
| 3Y | -81.6% | +82.7% | -164.3% | -84.8% |
| 5Y | -94.4% | +30.8% | -125.3% | -95.3% |
| All | -94.4% | +39.7% | -134.1% | -95.4% |
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