-74.9%
HTZ vs BURL
+95.5%
-170.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +7.7% | +1.5% | +6.9% |
| 7D | +18.9% | +10.4% | +8.5% | +15.7% |
| 30D | +26.3% | -4.9% | +31.2% | +28.0% |
| 3M | +49.7% | -29.8% | +79.4% | +64.4% |
| 6M | -61.1% | -16.5% | -44.6% | -59.9% |
| YTD | -56.0% | -10.5% | -45.5% | -55.5% |
| 1Y | -66.4% | -5.3% | -61.1% | -66.8% |
| All | -74.9% | +95.5% | -170.5% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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