+56.9%
GM vs HTZ
-92.5%
+149.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.3% | -9.1% | -0.9% |
| 7D | -3.8% | -27.4% | +23.6% | -0.5% |
| 30D | +7.9% | -11.4% | +19.3% | +8.8% |
| 3M | -0.3% | -33.1% | +32.8% | +3.2% |
| 6M | +18.6% | -73.5% | +92.1% | +34.2% |
| YTD | +10.0% | -68.1% | +78.1% | +20.1% |
| 1Y | +25.9% | -74.3% | +100.2% | +41.0% |
| 3Y | +241.2% | -80.9% | +322.1% | +266.9% |
| 5Y | +50.0% | -93.8% | +143.8% | +99.7% |
| All | +56.9% | -92.5% | +149.5% | +104.6% |
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