-73.4%
HTZ vs BTSG
+406.1%
-479.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.5% |
| 7D | +7.5% | +2.7% | +4.8% | +7.1% |
| 30D | +47.4% | -3.6% | +51.1% | +47.7% |
| 3M | -54.9% | +5.8% | -60.7% | -55.9% |
| 6M | -47.0% | +44.7% | -91.7% | -51.6% |
| YTD | -55.3% | +62.2% | -117.4% | -60.0% |
| 1Y | -57.6% | +152.1% | -209.7% | -65.6% |
| All | -73.4% | +406.1% | -479.5% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling