+104.8%
GLD vs HTZ
-81.0%
+185.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -20.8% | +21.6% | +1.4% |
| 7D | +1.9% | -7.7% | +9.6% | +2.0% |
| 30D | -1.8% | -13.1% | +11.3% | -1.5% |
| 3M | -3.6% | +14.7% | -18.4% | -4.4% |
| 6M | -10.2% | -70.6% | +60.4% | -8.1% |
| YTD | -5.3% | -65.2% | +59.9% | -3.4% |
| 1Y | +2.5% | -73.2% | +75.6% | +4.7% |
| All | +104.8% | -81.0% | +185.8% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling