-45.1%
GPN vs HTZ
-92.5%
+47.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.3% | -10.7% | -2.0% |
| 7D | +4.3% | -27.4% | +31.7% | +6.5% |
| 30D | +22.1% | -11.4% | +33.5% | +22.6% |
| 3M | +17.1% | -33.1% | +50.1% | +19.5% |
| 6M | +46.7% | -73.5% | +120.2% | +59.3% |
| YTD | +30.8% | -68.1% | +98.9% | +38.2% |
| 1Y | +31.5% | -74.3% | +105.8% | +41.6% |
| 3Y | -5.1% | -80.9% | +75.7% | -2.2% |
| 5Y | -18.1% | -93.8% | +75.7% | -3.1% |
| All | -45.1% | -92.5% | +47.4% | -34.3% |
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