-94.4%
HTZ vs HBM
+231.6%
-326.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.7% | -4.3% | -6.8% |
| 7D | -27.5% | +2.4% | -29.9% | -27.8% |
| 30D | -21.9% | -16.0% | -5.9% | -17.5% |
| 3M | -29.2% | -21.3% | -7.9% | -24.1% |
| 6M | -75.2% | -12.2% | -63.0% | -74.3% |
| YTD | -70.8% | +10.7% | -81.5% | -72.1% |
| 1Y | -76.1% | +30.3% | -106.4% | -78.2% |
| 3Y | -82.5% | +432.2% | -514.8% | -90.4% |
| 5Y | -94.1% | +218.8% | -312.9% | -96.4% |
| All | -94.4% | +231.6% | -326.1% | -96.6% |
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