-86.4%
HTZ vs HRB
+126.2%
-212.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +2.4% |
| 7D | +7.5% | -5.7% | +13.1% | +9.2% |
| 30D | +47.4% | +7.9% | +39.5% | +44.8% |
| 3M | -54.9% | +32.1% | -87.0% | -58.5% |
| 6M | -47.0% | +62.2% | -109.2% | -55.2% |
| YTD | -55.3% | +16.4% | -71.7% | -57.1% |
| 1Y | -57.6% | -0.3% | -57.4% | -56.8% |
| 3Y | -86.6% | +36.0% | -122.6% | -88.0% |
| All | -86.4% | +126.2% | -212.6% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling