+41.9%
GSK vs HTZ
-94.7%
+136.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -20.8% | +19.3% | -0.8% |
| 7D | +3.6% | -7.7% | +11.3% | +3.7% |
| 30D | +8.2% | -13.1% | +21.3% | +8.5% |
| 3M | -1.2% | +14.7% | -15.9% | -2.0% |
| 6M | +1.9% | -70.6% | +72.5% | +4.6% |
| YTD | +5.5% | -65.2% | +70.7% | +7.6% |
| 1Y | +11.8% | -73.2% | +85.0% | +14.6% |
| 3Y | +64.5% | -80.8% | +145.3% | +67.9% |
| 5Y | +41.9% | -94.8% | +136.7% | +50.4% |
| All | +41.9% | -94.7% | +136.6% | +50.4% |
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