-29.0%
GIS vs HTZ
-92.5%
+63.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.3% | -10.5% | -1.2% |
| 7D | -4.6% | -27.4% | +22.9% | -4.4% |
| 30D | +6.6% | -11.4% | +18.0% | +6.7% |
| 3M | -8.1% | -33.1% | +25.0% | -7.9% |
| 6M | +4.9% | -73.5% | +78.4% | +5.6% |
| YTD | -21.4% | -68.1% | +46.7% | -21.0% |
| 1Y | -21.6% | -74.3% | +52.7% | -21.1% |
| 3Y | -39.3% | -80.9% | +41.6% | -38.8% |
| 5Y | -33.2% | -93.8% | +60.6% | -32.6% |
| All | -29.0% | -92.5% | +63.5% | -28.6% |
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