-86.5%
HTZ vs BURL
+63.9%
-150.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.5% |
| 7D | +7.5% | -2.8% | +10.3% | +8.2% |
| 30D | +47.4% | -28.2% | +75.6% | +62.9% |
| 3M | -54.9% | -17.6% | -37.3% | -52.7% |
| 6M | -47.0% | -11.8% | -35.2% | -46.0% |
| YTD | -55.3% | -8.1% | -47.1% | -55.0% |
| 1Y | -57.6% | -12.0% | -45.7% | -57.2% |
| All | -86.5% | +63.9% | -150.5% | -89.3% |
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