-22.1%
GIS vs HTZ
-89.5%
+67.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.5% |
| 7D | -7.8% | +7.5% | -15.3% | -7.9% |
| 30D | +6.6% | +47.4% | -40.9% | +6.3% |
| 3M | +21.0% | -54.9% | +75.9% | +21.4% |
| 6M | -9.1% | -47.0% | +37.9% | -8.9% |
| YTD | -13.6% | -55.3% | +41.6% | -13.4% |
| 1Y | -18.0% | -57.6% | +39.6% | -17.8% |
| 3Y | -33.7% | -86.6% | +52.9% | -33.4% |
| 5Y | -19.4% | -86.1% | +66.7% | -19.2% |
| All | -22.1% | -89.5% | +67.5% | -21.7% |
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 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