+22.5%
GH vs HTZ
-93.2%
+115.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.0% | +5.8% | -0.9% |
| 7D | -11.2% | -27.5% | +16.3% | -7.0% |
| 30D | -7.2% | -21.9% | +14.6% | -4.2% |
| 3M | -7.1% | -29.2% | +22.2% | -4.0% |
| 6M | +62.3% | -75.2% | +137.5% | +92.6% |
| YTD | +52.1% | -70.8% | +122.9% | +72.3% |
| 1Y | +58.6% | -76.1% | +134.8% | +85.9% |
| 3Y | +619.9% | -82.5% | +702.4% | +694.4% |
| 5Y | +49.7% | -94.1% | +143.8% | +130.2% |
| All | +22.5% | -93.2% | +115.6% | +84.5% |
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