+185.7%
GS vs HTZ
-85.9%
+271.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.1% |
| 7D | +0.9% | +7.5% | -6.5% | +0.2% |
| 30D | -1.6% | +47.4% | -49.0% | -6.2% |
| 3M | -4.5% | -54.9% | +50.4% | +0.9% |
| 6M | +20.9% | -47.0% | +67.9% | +24.6% |
| YTD | +19.9% | -55.3% | +75.1% | +25.5% |
| 1Y | +41.4% | -57.6% | +99.1% | +47.1% |
| 3Y | +239.2% | -86.6% | +325.8% | +294.4% |
| All | +185.7% | -85.9% | +271.6% | +217.2% |
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