-26.7%
GPN vs HTZ
-94.4%
+67.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +4.4% |
| 7D | -5.6% | -8.5% | +2.9% | -5.0% |
| 30D | +13.6% | -18.9% | +32.5% | +15.0% |
| 3M | -2.8% | -36.0% | +33.2% | +0.1% |
| 6M | +38.1% | -74.6% | +112.6% | +51.4% |
| YTD | +19.9% | -70.8% | +90.7% | +28.2% |
| 1Y | +23.4% | -75.3% | +98.7% | +34.1% |
| 3Y | -12.6% | -81.6% | +68.9% | -8.8% |
| All | -26.7% | -94.4% | +67.7% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling