+44.1%
GSK vs HTZ
-95.4%
+139.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.4% | +8.2% | +0.1% |
| 7D | +1.7% | -14.6% | +16.2% | +2.1% |
| 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% | +4.5% |
| YTD | +5.3% | -68.1% | +73.4% | +7.6% |
| 1Y | +10.6% | -73.5% | +84.1% | +13.5% |
| 3Y | +62.6% | -81.8% | +144.4% | +66.1% |
| All | +44.1% | -95.4% | +139.5% | +52.5% |
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