+492.6%
GEV vs HTZ
-79.3%
+571.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.4% | +8.8% | +0.7% |
| 7D | -9.8% | -14.6% | +4.8% | -9.4% |
| 30D | -22.3% | -20.8% | -1.5% | -21.9% |
| 3M | -22.6% | -18.8% | -3.8% | -22.3% |
| 6M | -30.7% | -74.7% | +43.9% | -28.8% |
| YTD | +18.7% | -68.1% | +86.8% | +20.7% |
| 1Y | +41.0% | -73.5% | +114.5% | +43.9% |
| All | +492.6% | -79.3% | +571.9% | +448.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling