+116.5%
GD vs HTZ
-89.7%
+206.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.2% | -11.8% | -2.9% |
| 7D | +3.0% | +18.9% | -16.0% | +2.3% |
| 30D | +10.5% | +26.3% | -15.7% | +9.5% |
| 3M | -5.0% | +49.7% | -54.6% | -6.9% |
| 6M | +5.5% | -61.1% | +66.6% | +8.3% |
| YTD | +10.3% | -56.0% | +66.4% | +12.3% |
| 1Y | +8.2% | -66.4% | +74.6% | +11.1% |
| 3Y | +59.0% | -75.8% | +134.8% | +61.7% |
| 5Y | +104.3% | -93.1% | +197.3% | +117.9% |
| All | +116.5% | -89.7% | +206.3% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling