+38.2%
GEHC vs HTZ
-89.5%
+127.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.4% | +6.7% | -1.2% |
| 7D | +7.6% | -14.6% | +22.2% | +8.4% |
| 30D | +27.5% | -20.8% | +48.2% | +28.8% |
| 3M | +17.2% | -18.8% | +36.0% | +17.7% |
| 6M | +33.6% | -74.7% | +108.3% | +42.3% |
| YTD | +0.6% | -68.1% | +68.7% | +5.0% |
| 1Y | +11.3% | -73.5% | +84.8% | +17.2% |
| 3Y | +16.5% | -81.8% | +98.3% | +26.6% |
| All | +38.2% | -89.5% | +127.7% | +54.9% |
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 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