-79.3%
HTZ vs BTSG
+448.8%
-528.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.6% | -15.2% | -19.9% |
| 7D | -7.7% | +9.4% | -17.1% | -8.6% |
| 30D | -13.1% | +3.3% | -16.4% | -13.3% |
| 3M | +14.7% | +4.5% | +10.2% | +14.0% |
| 6M | -70.6% | +28.0% | -98.6% | -72.1% |
| YTD | -65.2% | +75.9% | -141.0% | -69.1% |
| 1Y | -73.2% | +101.5% | -174.7% | -76.8% |
| All | -79.3% | +448.8% | -528.1% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling