-30.5%
GIS vs HTZ
-93.0%
+62.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.1% | +4.1% | -2.0% |
| 7D | -8.1% | -14.0% | +5.9% | -8.0% |
| 30D | +5.3% | -19.8% | +25.1% | +5.5% |
| 3M | -10.5% | -45.0% | +34.5% | -10.2% |
| 6M | +1.8% | -73.2% | +75.0% | +2.5% |
| YTD | -22.9% | -70.0% | +47.1% | -22.5% |
| 1Y | -22.9% | -75.7% | +52.8% | -22.4% |
| 3Y | -40.5% | -82.1% | +41.5% | -40.0% |
| 5Y | -34.9% | -94.3% | +59.4% | -34.3% |
| All | -30.5% | -93.0% | +62.5% | -30.0% |
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