-91.6%
HTZ vs BURL
-20.0%
-71.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +7.7% | +1.5% | +6.5% |
| 7D | +18.9% | +10.4% | +8.5% | +15.0% |
| 30D | +26.3% | -4.9% | +31.2% | +28.5% |
| 3M | +49.7% | -29.8% | +79.4% | +67.8% |
| 6M | -61.1% | -16.5% | -44.6% | -59.5% |
| YTD | -56.0% | -10.5% | -45.5% | -55.3% |
| 1Y | -66.4% | -5.3% | -61.1% | -66.9% |
| 3Y | -75.8% | +95.1% | -170.8% | -82.6% |
| 5Y | -93.1% | -12.1% | -81.0% | -93.6% |
| All | -91.6% | -20.0% | -71.7% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling