-40.1%
GLXY vs HTZ
-74.1%
+34.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -8.4% | +13.6% | +7.1% |
| 7D | -14.6% | -14.6% | 0.0% | -12.4% |
| 30D | -36.2% | -20.8% | -15.4% | -33.6% |
| 3M | -30.1% | -18.8% | -11.3% | -28.9% |
| 6M | -56.1% | -74.7% | +18.6% | -42.8% |
| YTD | -38.9% | -68.1% | +29.2% | -24.9% |
| 1Y | -55.0% | -73.5% | +18.4% | -43.3% |
| All | -40.1% | -74.1% | +34.0% | -21.9% |
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