+152.9%
GILD vs HTZ
-90.6%
+243.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -0.5% |
| 7D | -2.6% | -10.4% | +7.7% | -2.3% |
| 30D | +9.5% | -2.4% | +11.8% | +9.3% |
| 3M | +16.8% | -60.9% | +77.7% | +19.9% |
| 6M | +0.6% | -50.2% | +50.8% | +2.0% |
| YTD | +20.1% | -59.7% | +79.9% | +22.7% |
| 1Y | +29.1% | -66.0% | +95.1% | +32.1% |
| 3Y | +111.5% | -87.1% | +198.6% | +116.4% |
| 5Y | +147.6% | -86.9% | +234.4% | +152.2% |
| All | +152.9% | -90.6% | +243.5% | +160.5% |
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