-93.4%
HTZ vs BUD
+26.9%
-120.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +1.8% | -22.6% | -21.7% |
| 7D | -7.7% | +7.1% | -14.9% | -11.2% |
| 30D | -13.1% | +12.7% | -25.8% | -18.7% |
| 3M | +14.7% | 0.0% | +14.7% | +13.6% |
| 6M | -70.6% | +7.6% | -78.2% | -72.4% |
| YTD | -65.2% | +35.0% | -100.2% | -71.3% |
| 1Y | -73.2% | +37.6% | -110.7% | -78.2% |
| 3Y | -80.8% | +51.5% | -132.3% | -85.2% |
| 5Y | -94.8% | +50.2% | -145.0% | -96.1% |
| All | -93.4% | +26.9% | -120.2% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling