+534.9%
GEV vs HTZ
-79.4%
+614.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.7% | +7.1% |
| 7D | -3.8% | -16.4% | +12.6% | -3.4% |
| 30D | -17.4% | -15.1% | -2.3% | -17.1% |
| 3M | -16.2% | -28.2% | +12.0% | -15.8% |
| 6M | -20.2% | -73.1% | +52.9% | -18.1% |
| YTD | +27.2% | -68.3% | +95.5% | +29.3% |
| 1Y | +44.6% | -75.2% | +119.8% | +47.6% |
| All | +534.9% | -79.4% | +614.3% | +487.3% |
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