-27.6%
GIS vs HTZ
-92.6%
+64.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | +0.4% | -16.4% | +16.8% | +0.5% |
| 30D | +10.1% | -15.1% | +25.2% | +10.2% |
| 3M | -3.7% | -28.2% | +24.5% | -3.5% |
| 6M | +4.3% | -73.1% | +77.3% | +4.9% |
| YTD | -19.8% | -68.3% | +48.5% | -19.4% |
| 1Y | -20.5% | -75.2% | +54.8% | -19.9% |
| 3Y | -38.3% | -81.1% | +42.8% | -37.9% |
| 5Y | -32.2% | -95.0% | +62.8% | -31.6% |
| All | -27.6% | -92.6% | +64.9% | -27.2% |
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