-93.4%
HTZ vs HBM
+210.9%
-304.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -7.4% | -13.4% | -18.5% |
| 7D | -7.7% | -11.9% | +4.2% | -3.6% |
| 30D | -13.1% | -23.6% | +10.5% | -5.4% |
| 3M | +14.7% | -20.5% | +35.3% | +23.2% |
| 6M | -70.6% | -7.9% | -62.7% | -69.8% |
| YTD | -65.2% | +3.8% | -68.9% | -65.9% |
| 1Y | -73.2% | +31.7% | -104.9% | -75.6% |
| 3Y | -80.8% | +342.4% | -423.2% | -88.8% |
| 5Y | -94.8% | +205.5% | -300.3% | -96.7% |
| All | -93.4% | +210.9% | -304.3% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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