+180.7%
GS vs HTZ
-89.7%
+270.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.2% | -5.6% | +2.7% |
| 7D | +0.3% | +18.9% | -18.6% | -1.4% |
| 30D | +3.9% | +26.3% | -22.4% | +1.3% |
| 3M | -11.4% | +49.7% | -61.1% | -16.0% |
| 6M | +3.7% | -61.1% | +64.8% | +10.7% |
| YTD | +7.1% | -56.0% | +63.2% | +12.0% |
| 1Y | +19.7% | -66.4% | +86.1% | +28.2% |
| 3Y | +202.8% | -75.8% | +278.6% | +217.2% |
| 5Y | +156.7% | -93.1% | +249.8% | +204.1% |
| All | +180.7% | -89.7% | +270.4% | +232.4% |
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