+144.3%
GILD vs HTZ
-87.0%
+231.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -4.2% | -9.7% | +5.5% | -3.9% |
| 30D | +6.7% | -16.3% | +23.0% | +7.2% |
| 3M | +20.0% | -58.8% | +78.8% | +23.0% |
| 6M | -1.3% | -48.9% | +47.6% | 0.0% |
| YTD | +19.4% | -60.1% | +79.5% | +22.1% |
| 1Y | +28.9% | -65.0% | +93.9% | +31.8% |
| 3Y | +110.3% | -87.2% | +197.5% | +115.8% |
| All | +144.3% | -87.0% | +231.3% | +150.9% |
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