+19.6%
GH vs HTZ
-93.2%
+112.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.6% |
| 7D | +0.6% | -8.5% | +9.1% | +1.8% |
| 30D | -6.9% | -18.9% | +12.0% | -4.5% |
| 3M | -4.9% | -36.0% | +31.1% | +0.4% |
| 6M | +54.1% | -74.6% | +128.6% | +81.9% |
| YTD | +48.5% | -70.8% | +119.3% | +68.1% |
| 1Y | +61.2% | -75.3% | +136.4% | +87.4% |
| 3Y | +570.3% | -81.6% | +651.9% | +625.1% |
| 5Y | +46.1% | -94.4% | +140.6% | +126.0% |
| All | +19.6% | -93.2% | +112.8% | +80.0% |
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