-70.6%
GRAB vs HTZ
-89.5%
+18.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -5.3% | +7.5% | -12.7% | -5.9% |
| 30D | -8.6% | +47.4% | -56.0% | -13.0% |
| 3M | -1.2% | -54.9% | +53.7% | +4.5% |
| 6M | -16.6% | -47.0% | +30.4% | -14.1% |
| YTD | -31.5% | -55.3% | +23.8% | -28.3% |
| 1Y | -32.3% | -57.6% | +25.4% | -29.7% |
| 3Y | -10.7% | -86.6% | +75.9% | +10.2% |
| 5Y | -67.9% | -86.1% | +18.3% | -58.8% |
| All | -70.6% | -89.5% | +18.9% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling