+143.9%
GOOGL vs HTZ
-93.2%
+237.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.8% |
| 7D | +3.9% | -8.5% | +12.4% | +4.3% |
| 30D | -14.9% | -18.9% | +4.0% | -14.2% |
| 3M | -14.6% | -36.0% | +21.5% | -12.9% |
| 6M | -26.4% | -74.6% | +48.1% | -21.7% |
| YTD | -5.3% | -70.8% | +65.5% | -0.6% |
| 1Y | +6.5% | -75.3% | +81.7% | +12.7% |
| 3Y | +126.0% | -81.6% | +207.6% | +133.5% |
| 5Y | +100.8% | -94.4% | +195.3% | +137.4% |
| All | +143.9% | -93.2% | +237.0% | +185.0% |
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