+25.2%
GH vs HTZ
-92.6%
+117.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.9% | +5.3% |
| 7D | -7.0% | -16.4% | +9.4% | -4.7% |
| 30D | -5.2% | -15.1% | +9.9% | -3.3% |
| 3M | -5.8% | -28.2% | +22.4% | -2.8% |
| 6M | +65.9% | -73.1% | +139.0% | +94.4% |
| YTD | +55.5% | -68.3% | +123.8% | +73.9% |
| 1Y | +64.2% | -75.2% | +139.4% | +91.6% |
| 3Y | +606.0% | -81.1% | +687.2% | +671.7% |
| 5Y | +47.3% | -95.0% | +142.3% | +129.3% |
| All | +25.2% | -92.6% | +117.8% | +86.3% |
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 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