+51.4%
GM vs HTZ
-90.1%
+141.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.0% | +2.8% | -1.7% |
| 7D | +0.4% | -2.5% | +2.8% | +0.7% |
| 30D | -1.8% | -3.7% | +1.9% | -2.1% |
| 3M | +2.6% | -57.0% | +59.6% | +10.3% |
| 6M | +14.6% | -47.0% | +61.5% | +18.6% |
| YTD | +6.2% | -57.5% | +63.7% | +12.9% |
| 1Y | +48.7% | -63.5% | +112.1% | +59.0% |
| 3Y | +168.3% | -86.3% | +254.7% | +229.1% |
| 5Y | +82.8% | -86.8% | +169.5% | +114.8% |
| All | +51.4% | -90.1% | +141.5% | +92.4% |
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