-95.0%
HTZ vs BTG
+47.1%
-142.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +2.5% | -10.8% | -9.0% |
| 7D | -14.6% | +17.4% | -32.0% | -18.1% |
| 30D | -20.8% | +8.0% | -28.8% | -22.9% |
| 3M | -18.8% | +32.5% | -51.3% | -25.1% |
| 6M | -74.7% | +21.6% | -96.3% | -76.3% |
| YTD | -68.1% | +21.2% | -89.3% | -70.3% |
| 1Y | -73.5% | +43.9% | -117.4% | -76.2% |
| 3Y | -81.8% | +78.6% | -160.4% | -85.2% |
| All | -95.0% | +47.1% | -142.1% | -95.9% |
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