-93.9%
HTZ vs BWA
+21.6%
-115.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +2.7% | -11.1% | -10.2% |
| 7D | -14.6% | -5.5% | -9.1% | -10.9% |
| 30D | -20.8% | -21.7% | +1.0% | -6.2% |
| 3M | -18.8% | -25.6% | +6.8% | -0.3% |
| 6M | -74.7% | -17.4% | -57.3% | -71.0% |
| YTD | -68.1% | +9.2% | -77.3% | -70.7% |
| 1Y | -73.5% | +9.7% | -83.2% | -75.7% |
| 3Y | -81.8% | +54.6% | -136.5% | -87.0% |
| 5Y | -95.2% | +26.8% | -122.0% | -96.4% |
| All | -93.9% | +21.6% | -115.6% | -95.1% |
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