+54.0%
GSK vs HTZ
-89.5%
+143.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | -1.8% | +7.5% | -9.3% | -2.0% |
| 30D | -2.2% | +47.4% | -49.6% | -3.5% |
| 3M | -1.8% | -54.9% | +53.1% | -0.3% |
| 6M | -10.6% | -47.0% | +36.4% | -9.8% |
| YTD | +4.4% | -55.3% | +59.7% | +5.8% |
| 1Y | +30.4% | -57.6% | +88.1% | +31.9% |
| 3Y | +60.1% | -86.6% | +146.7% | +64.9% |
| 5Y | +46.8% | -86.1% | +132.9% | +50.1% |
| All | +54.0% | -89.5% | +143.5% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling