-86.4%
HTZ vs BTG
+72.3%
-158.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | +7.5% | -0.9% | +8.4% | +7.6% |
| 30D | +47.4% | +36.8% | +10.6% | +36.2% |
| 3M | -54.9% | +23.1% | -78.0% | -57.3% |
| 6M | -47.0% | +3.5% | -50.5% | -48.4% |
| YTD | -55.3% | +25.5% | -80.7% | -58.3% |
| 1Y | -57.6% | +40.1% | -97.7% | -61.9% |
| 3Y | -86.6% | +101.1% | -187.7% | -89.2% |
| All | -86.4% | +72.3% | -158.7% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling