+38.9%
GH vs HTZ
-95.0%
+133.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -20.8% | +11.8% | -5.7% |
| 7D | -17.2% | -7.7% | -9.5% | -16.3% |
| 30D | -10.1% | -13.1% | +3.0% | -8.6% |
| 3M | -6.0% | +14.7% | -20.7% | -10.9% |
| 6M | +71.4% | -70.6% | +142.0% | +99.3% |
| YTD | +50.2% | -65.2% | +115.4% | +66.3% |
| 1Y | +61.4% | -73.2% | +134.6% | +87.1% |
| 3Y | +435.2% | -80.8% | +516.0% | +515.3% |
| All | +38.9% | -95.0% | +133.9% | +153.4% |
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