-24.4%
GIS vs HTZ
-91.9%
+67.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -20.8% | +22.5% | +1.9% |
| 7D | +9.4% | -7.7% | +17.2% | +9.5% |
| 30D | +15.5% | -13.1% | +28.6% | +15.5% |
| 3M | +3.4% | +14.7% | -11.3% | +3.3% |
| 6M | +9.4% | -70.6% | +80.0% | +10.0% |
| YTD | -16.2% | -65.2% | +49.0% | -15.9% |
| 1Y | -16.0% | -73.2% | +57.2% | -15.5% |
| 3Y | -35.8% | -80.8% | +45.1% | -35.3% |
| 5Y | -28.5% | -94.8% | +66.3% | -27.9% |
| All | -24.4% | -91.9% | +67.5% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling