-86.4%
HTZ vs HBM
+349.4%
-435.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.6% |
| 7D | +7.5% | -6.4% | +13.8% | +9.6% |
| 30D | +47.4% | +5.9% | +41.5% | +45.2% |
| 3M | -54.9% | -8.9% | -46.0% | -53.5% |
| 6M | -47.0% | +10.7% | -57.7% | -48.8% |
| YTD | -55.3% | +38.3% | -93.5% | -59.9% |
| 1Y | -57.6% | +121.3% | -179.0% | -67.5% |
| 3Y | -86.6% | +450.6% | -537.2% | -92.7% |
| All | -86.4% | +349.4% | -435.8% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling