-46.4%
GPN vs HTZ
-92.6%
+46.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -1.9% | -16.4% | +14.5% | -0.8% |
| 30D | +18.9% | -15.1% | +34.0% | +19.9% |
| 3M | +13.8% | -28.2% | +42.0% | +15.5% |
| 6M | +42.3% | -73.1% | +115.3% | +54.3% |
| YTD | +27.6% | -68.3% | +95.9% | +35.0% |
| 1Y | +30.3% | -75.2% | +105.5% | +40.8% |
| 3Y | -5.8% | -81.1% | +75.3% | -2.6% |
| 5Y | -22.6% | -95.0% | +72.4% | -7.9% |
| All | -46.4% | -92.6% | +46.1% | -35.8% |
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