+96.7%
GD vs HTZ
-94.7%
+191.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -20.8% | +18.5% | -1.6% |
| 7D | -3.9% | -7.7% | +3.8% | -3.7% |
| 30D | +8.1% | -13.1% | +21.2% | +8.5% |
| 3M | -6.8% | +14.7% | -21.5% | -7.9% |
| 6M | +3.0% | -70.6% | +73.6% | +7.0% |
| YTD | +7.8% | -65.2% | +72.9% | +10.6% |
| 1Y | +5.8% | -73.2% | +79.0% | +9.7% |
| 3Y | +55.3% | -80.8% | +136.1% | +60.3% |
| 5Y | +96.7% | -94.8% | +191.5% | +120.8% |
| All | +96.7% | -94.7% | +191.4% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling