+70.8%
GD vs HTZ
-86.4%
+157.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.8% |
| 7D | -5.3% | +7.5% | -12.7% | -5.4% |
| 30D | -6.4% | +47.4% | -53.9% | -7.7% |
| 3M | +5.7% | -54.9% | +60.6% | +7.5% |
| 6M | -0.9% | -47.0% | +46.1% | 0.0% |
| YTD | +8.2% | -55.3% | +63.4% | +9.7% |
| 1Y | +13.4% | -57.6% | +71.1% | +14.9% |
| All | +70.8% | -86.4% | +157.2% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling