-30.4%
GIS vs HTZ
-95.4%
+65.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.4% | +5.8% | -2.5% |
| 7D | +3.6% | -14.6% | +18.1% | +3.6% |
| 30D | +13.9% | -20.8% | +34.7% | +14.1% |
| 3M | +0.3% | -18.8% | +19.1% | +0.4% |
| 6M | +5.0% | -74.7% | +79.7% | +5.7% |
| YTD | -18.4% | -68.1% | +49.7% | -18.0% |
| 1Y | -17.4% | -73.5% | +56.0% | -17.0% |
| 3Y | -36.9% | -81.8% | +44.9% | -36.4% |
| All | -30.4% | -95.4% | +65.0% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling