-2.4%
GFS vs HTZ
-91.8%
+89.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | +1.0% | +7.5% | -6.5% | -0.2% |
| 30D | -8.6% | +47.4% | -56.0% | -14.9% |
| 3M | -46.5% | -54.9% | +8.4% | -41.8% |
| 6M | -4.8% | -47.0% | +42.2% | 0.0% |
| YTD | +29.7% | -55.3% | +84.9% | +39.4% |
| 1Y | +35.8% | -57.6% | +93.5% | +44.1% |
| 3Y | -18.3% | -86.6% | +68.3% | +13.1% |
| All | -2.4% | -91.8% | +89.4% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling