+58.1%
GSK vs HTZ
-93.2%
+151.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.0% | +7.4% | -0.4% |
| 7D | +5.2% | -27.5% | +32.7% | +6.1% |
| 30D | +10.2% | -21.9% | +32.0% | +10.8% |
| 3M | -0.9% | -29.2% | +28.4% | -0.2% |
| 6M | +3.5% | -75.2% | +78.7% | +6.6% |
| YTD | +7.2% | -70.8% | +78.0% | +9.7% |
| 1Y | +12.0% | -76.1% | +88.1% | +15.1% |
| 3Y | +67.3% | -82.5% | +149.8% | +70.6% |
| 5Y | +45.3% | -94.1% | +139.3% | +51.8% |
| All | +58.1% | -93.2% | +151.3% | +69.2% |
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 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