+620.7%
GEV vs HTZ
-70.9%
+691.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +3.3% | +7.5% | -4.2% | +3.2% |
| 30D | -7.5% | +47.4% | -54.9% | -8.3% |
| 3M | -2.2% | -54.9% | +52.7% | -0.7% |
| 6M | +12.1% | -47.0% | +59.1% | +12.9% |
| YTD | +44.4% | -55.3% | +99.6% | +45.9% |
| 1Y | +57.7% | -57.6% | +115.3% | +59.2% |
| All | +620.7% | -70.9% | +691.6% | +562.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling