+149.5%
GILD vs HTZ
-90.7%
+240.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -4.8% | -11.3% | +6.5% | -4.4% |
| 30D | +5.8% | -27.1% | +32.9% | +6.8% |
| 3M | +14.9% | -59.5% | +74.5% | +17.8% |
| 6M | -0.4% | -50.5% | +50.1% | +1.1% |
| YTD | +18.5% | -60.3% | +78.8% | +21.1% |
| 1Y | +25.1% | -67.1% | +92.3% | +28.2% |
| 3Y | +105.9% | -87.4% | +193.3% | +110.9% |
| 5Y | +143.0% | -87.2% | +230.2% | +147.7% |
| All | +149.5% | -90.7% | +240.2% | +157.2% |
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