+47.7%
GSK vs HTZ
-95.0%
+142.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | +4.9% | -16.4% | +21.3% | +5.4% |
| 30D | +10.8% | -15.1% | +25.9% | +11.3% |
| 3M | -1.8% | -28.2% | +26.4% | -1.2% |
| 6M | +4.1% | -73.1% | +77.2% | +7.1% |
| YTD | +7.9% | -68.3% | +76.2% | +10.2% |
| 1Y | +14.4% | -75.2% | +89.7% | +17.6% |
| 3Y | +68.1% | -81.1% | +149.2% | +71.4% |
| 5Y | +47.7% | -95.0% | +142.7% | +56.4% |
| All | +47.7% | -95.0% | +142.7% | +56.4% |
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 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