+18.9%
GH vs HTZ
-92.5%
+111.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.4% | +6.7% | -0.4% |
| 7D | -15.6% | -14.6% | -1.0% | -13.8% |
| 30D | -10.4% | -20.8% | +10.4% | -7.6% |
| 3M | -4.3% | -18.8% | +14.6% | -3.2% |
| 6M | +63.5% | -74.7% | +138.2% | +93.9% |
| YTD | +47.7% | -68.1% | +115.8% | +65.1% |
| 1Y | +56.7% | -73.5% | +130.2% | +80.6% |
| 3Y | +443.9% | -81.8% | +525.7% | +504.7% |
| 5Y | +36.9% | -95.2% | +132.1% | +114.0% |
| All | +18.9% | -92.5% | +111.5% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling