-81.0%
HTZ vs BTSG
+459.6%
-540.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +2.0% | -10.3% | -8.7% |
| 7D | -14.6% | +0.4% | -15.0% | -14.4% |
| 30D | -20.8% | +5.3% | -26.0% | -21.2% |
| 3M | -18.8% | +10.8% | -29.6% | -20.0% |
| 6M | -74.7% | +27.3% | -102.0% | -76.0% |
| YTD | -68.1% | +79.3% | -147.4% | -71.8% |
| 1Y | -73.5% | +106.0% | -179.5% | -77.1% |
| All | -81.0% | +459.6% | -540.6% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling