-91.6%
HTZ vs HRB
+181.1%
-272.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.4% | +4.8% | +7.9% |
| 7D | +18.9% | +16.0% | +2.9% | +14.1% |
| 30D | +26.3% | +32.1% | -5.8% | +16.3% |
| 3M | +49.7% | +21.5% | +28.2% | +41.7% |
| 6M | -61.1% | +82.1% | -143.2% | -68.3% |
| YTD | -56.0% | +31.6% | -87.6% | -59.4% |
| 1Y | -66.4% | +15.9% | -82.3% | -67.4% |
| 3Y | -75.8% | +43.2% | -119.0% | -78.7% |
| 5Y | -93.1% | +166.4% | -259.4% | -95.4% |
| All | -91.6% | +181.1% | -272.8% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling