-28.2%
GIS vs HTZ
-93.2%
+65.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.0% | +7.2% | -0.7% |
| 7D | +1.5% | -27.5% | +29.1% | +1.7% |
| 30D | +9.2% | -21.9% | +31.1% | +9.4% |
| 3M | -5.4% | -29.2% | +23.9% | -5.2% |
| 6M | +3.4% | -75.2% | +78.6% | +4.2% |
| YTD | -20.5% | -70.8% | +50.4% | -20.0% |
| 1Y | -20.0% | -76.1% | +56.1% | -19.4% |
| 3Y | -38.6% | -82.5% | +43.9% | -38.1% |
| 5Y | -33.1% | -94.1% | +61.0% | -32.5% |
| All | -28.2% | -93.2% | +65.0% | -27.7% |
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