-29.3%
GFS vs HTZ
-81.0%
+51.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -20.8% | +10.9% | -7.9% |
| 7D | -20.7% | -7.7% | -13.0% | -20.1% |
| 30D | -25.2% | -13.1% | -12.1% | -24.5% |
| 3M | -26.3% | +14.7% | -41.0% | -27.9% |
| 6M | -50.7% | -70.6% | +19.9% | -46.6% |
| YTD | +4.5% | -65.2% | +69.7% | +11.1% |
| 1Y | +2.5% | -73.2% | +75.6% | +10.8% |
| All | -29.3% | -81.0% | +51.6% | -22.8% |
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 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