-91.5%
HTZ vs BWA
+68.3%
-159.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.4% | -0.6% |
| 7D | +7.5% | +5.7% | +1.8% | +3.5% |
| 30D | +47.4% | +1.4% | +46.0% | +45.8% |
| 3M | -54.9% | -12.1% | -42.8% | -50.4% |
| 6M | -47.0% | +28.6% | -75.6% | -55.0% |
| YTD | -55.3% | +51.1% | -106.3% | -67.2% |
| 1Y | -57.6% | +55.9% | -113.5% | -69.7% |
| 3Y | -86.6% | +70.1% | -156.7% | -91.3% |
| 5Y | -86.1% | +90.7% | -176.8% | -92.1% |
| All | -91.5% | +68.3% | -159.8% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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