-81.8%
HTZ vs HBM
+348.5%
-430.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.6% | -10.0% | -8.9% |
| 7D | -14.6% | -3.6% | -10.9% | -13.1% |
| 30D | -20.8% | -19.2% | -1.6% | -15.0% |
| 3M | -18.8% | -20.5% | +1.7% | -12.7% |
| 6M | -74.7% | -12.8% | -61.9% | -73.6% |
| YTD | -68.1% | +5.4% | -73.5% | -68.8% |
| 1Y | -73.5% | +33.0% | -106.4% | -75.7% |
| 3Y | -81.8% | +357.3% | -439.1% | -92.1% |
| All | -81.8% | +348.5% | -430.3% | -92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling