-93.4%
HTZ vs BTG
+49.9%
-143.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +3.1% | -23.9% | -21.5% |
| 7D | -7.7% | +5.6% | -13.3% | -9.2% |
| 30D | -13.1% | +1.2% | -14.3% | -13.9% |
| 3M | +14.7% | +29.0% | -14.3% | +7.0% |
| 6M | -70.6% | +25.4% | -96.0% | -72.5% |
| YTD | -65.2% | +18.3% | -83.5% | -67.3% |
| 1Y | -73.2% | +32.4% | -105.6% | -75.3% |
| 3Y | -80.8% | +73.3% | -154.1% | -84.1% |
| 5Y | -94.8% | +45.2% | -140.0% | -95.7% |
| All | -93.4% | +49.9% | -143.3% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling