-94.8%
HTZ vs BWA
+22.8%
-117.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.7% | -15.1% | -16.8% |
| 7D | -7.7% | -10.8% | +3.1% | +0.5% |
| 30D | -13.1% | -25.0% | +11.9% | +6.3% |
| 3M | +14.7% | -28.6% | +43.4% | +45.3% |
| 6M | -70.6% | -16.6% | -54.0% | -66.4% |
| YTD | -65.2% | +6.3% | -71.5% | -67.4% |
| 1Y | -73.2% | +7.2% | -80.4% | -75.1% |
| 3Y | -80.8% | +48.2% | -129.0% | -85.9% |
| 5Y | -94.8% | +23.4% | -118.2% | -96.0% |
| All | -94.8% | +22.8% | -117.6% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling