-91.6%
HTZ vs HBM
+235.7%
-327.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.6% | +5.5% | +8.1% |
| 7D | +18.9% | -5.8% | +24.8% | +21.1% |
| 30D | +26.3% | -18.5% | +44.7% | +33.9% |
| 3M | +49.7% | -10.3% | +59.9% | +54.0% |
| 6M | -61.1% | +2.1% | -63.2% | -61.5% |
| YTD | -56.0% | +12.0% | -68.1% | -58.2% |
| 1Y | -66.4% | +49.8% | -116.2% | -70.8% |
| 3Y | -75.8% | +377.6% | -453.4% | -86.3% |
| 5Y | -93.1% | +231.8% | -324.9% | -95.8% |
| All | -91.6% | +235.7% | -327.3% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling