-74.9%
HTZ vs BWA
+56.7%
-131.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.5% | +11.7% | +11.1% |
| 7D | +18.9% | -9.9% | +28.8% | +28.3% |
| 30D | +26.3% | -16.4% | +42.6% | +44.7% |
| 3M | +49.7% | -19.8% | +69.5% | +76.2% |
| 6M | -61.1% | -10.0% | -51.1% | -57.9% |
| YTD | -56.0% | +12.7% | -68.8% | -62.6% |
| 1Y | -66.4% | +15.7% | -82.1% | -72.2% |
| All | -74.9% | +56.7% | -131.6% | -85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling