+137.6%
GOOGL vs HTZ
-92.6%
+230.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | +3.3% | -16.4% | +19.7% | +4.1% |
| 30D | -18.1% | -15.1% | -3.0% | -17.5% |
| 3M | -18.6% | -28.2% | +9.6% | -17.7% |
| 6M | -28.0% | -73.1% | +45.0% | -23.5% |
| YTD | -7.8% | -68.3% | +60.5% | -3.6% |
| 1Y | +3.6% | -75.2% | +78.8% | +9.8% |
| 3Y | +123.4% | -81.1% | +204.5% | +132.2% |
| 5Y | +95.3% | -95.0% | +190.3% | +130.4% |
| All | +137.6% | -92.6% | +230.2% | +176.6% |
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