+97.2%
GD vs HTZ
-85.9%
+183.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.8% |
| 7D | -5.3% | +7.5% | -12.7% | -5.5% |
| 30D | -6.4% | +47.4% | -53.9% | -8.1% |
| 3M | +5.7% | -54.9% | +60.6% | +8.0% |
| 6M | -0.9% | -47.0% | +46.1% | +0.3% |
| YTD | +8.2% | -55.3% | +63.4% | +10.1% |
| 1Y | +13.4% | -57.6% | +71.1% | +15.2% |
| 3Y | +68.5% | -86.6% | +155.1% | +79.0% |
| All | +97.2% | -85.9% | +183.1% | +108.4% |
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 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