+56.3%
GSK vs HTZ
-93.0%
+149.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.1% | +6.2% | +0.2% |
| 7D | +0.5% | -14.0% | +14.4% | +0.8% |
| 30D | +9.4% | -19.8% | +29.2% | +10.0% |
| 3M | +1.6% | -45.0% | +46.6% | +3.0% |
| 6M | +1.3% | -73.2% | +74.5% | +4.1% |
| YTD | +6.0% | -70.0% | +76.0% | +8.4% |
| 1Y | +9.1% | -75.7% | +84.8% | +12.0% |
| 3Y | +65.4% | -82.1% | +147.5% | +68.5% |
| 5Y | +43.0% | -94.3% | +137.3% | +49.3% |
| All | +56.3% | -93.0% | +149.3% | +67.1% |
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