-16.4%
GFS vs HTZ
-94.1%
+77.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -8.4% | +14.6% | +7.5% |
| 7D | -7.8% | -14.6% | +6.8% | -5.9% |
| 30D | -19.7% | -20.8% | +1.1% | -17.4% |
| 3M | -23.1% | -18.8% | -4.3% | -21.9% |
| 6M | -46.4% | -74.7% | +28.3% | -36.8% |
| YTD | +11.0% | -68.1% | +79.1% | +24.5% |
| 1Y | +12.6% | -73.5% | +86.1% | +29.6% |
| 3Y | -24.9% | -81.8% | +56.9% | -15.3% |
| 5Y | -39.1% | -95.2% | +56.2% | +1.2% |
| All | -16.4% | -94.1% | +77.7% | +32.0% |
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