-86.5%
HTZ vs HRB
+36.4%
-122.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +2.2% |
| 7D | +7.5% | -5.7% | +13.1% | +8.8% |
| 30D | +47.4% | +7.9% | +39.5% | +45.6% |
| 3M | -54.9% | +32.1% | -87.0% | -57.4% |
| 6M | -47.0% | +62.2% | -109.2% | -53.4% |
| YTD | -55.3% | +16.4% | -71.7% | -54.6% |
| 1Y | -57.6% | -0.3% | -57.4% | -53.9% |
| All | -86.5% | +36.4% | -122.9% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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