-51.7%
GPN vs HTZ
-93.0%
+41.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -6.1% | -5.9% | -11.5% |
| 7D | -7.1% | -14.0% | +6.8% | -6.2% |
| 30D | +7.7% | -19.8% | +27.5% | +9.0% |
| 3M | -0.1% | -45.0% | +44.9% | +3.7% |
| 6M | +29.4% | -73.2% | +102.6% | +40.2% |
| YTD | +15.1% | -70.0% | +85.1% | +22.2% |
| 1Y | +15.4% | -75.7% | +91.2% | +24.9% |
| 3Y | -16.5% | -82.1% | +65.5% | -13.5% |
| 5Y | -29.6% | -94.3% | +64.7% | -16.2% |
| All | -51.7% | -93.0% | +41.3% | -41.9% |
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 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