-30.0%
GLXY vs HTZ
-74.1%
+44.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +9.3% | +3.8% | +11.0% |
| 7D | +14.3% | -27.4% | +41.8% | +22.2% |
| 30D | -19.6% | -11.4% | -8.3% | -18.5% |
| 3M | -20.7% | -33.1% | +12.4% | -15.2% |
| 6M | -49.6% | -73.5% | +23.9% | -35.0% |
| YTD | -28.6% | -68.1% | +39.5% | -12.2% |
| 1Y | -48.0% | -74.3% | +26.2% | -34.2% |
| All | -30.0% | -74.1% | +44.1% | -8.7% |
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 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