+55.3%
GSK vs HTZ
-92.5%
+147.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.4% | +8.2% | +0.1% |
| 7D | +1.7% | -14.6% | +16.2% | +2.0% |
| 30D | +7.0% | -20.8% | +27.8% | +7.6% |
| 3M | -2.7% | -18.8% | +16.2% | -2.4% |
| 6M | +1.4% | -74.7% | +76.1% | +4.4% |
| YTD | +5.3% | -68.1% | +73.4% | +7.5% |
| 1Y | +10.6% | -73.5% | +84.1% | +13.4% |
| 3Y | +62.6% | -81.8% | +144.4% | +65.6% |
| 5Y | +41.7% | -95.2% | +136.9% | +47.9% |
| All | +55.3% | -92.5% | +147.9% | +65.8% |
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