+39.3%
GEHC vs HTZ
-90.4%
+129.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +1.6% |
| 7D | +0.8% | -8.5% | +9.3% | +1.2% |
| 30D | +21.3% | -18.9% | +40.2% | +22.4% |
| 3M | +12.6% | -36.0% | +48.6% | +14.8% |
| 6M | +34.3% | -74.6% | +108.9% | +42.8% |
| YTD | +1.4% | -70.8% | +72.2% | +6.3% |
| 1Y | +12.5% | -75.3% | +87.7% | +18.9% |
| 3Y | +19.2% | -81.6% | +100.8% | +28.3% |
| All | +39.3% | -90.4% | +129.7% | +56.8% |
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 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