-57.6%
HTZ vs GAP
+1.5%
-59.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +7.5% | -4.5% | +11.9% | +8.5% |
| 30D | +47.4% | +9.0% | +38.4% | +43.0% |
| 3M | -54.9% | +5.0% | -59.9% | -55.8% |
| 6M | -47.0% | -17.8% | -29.2% | -44.6% |
| YTD | -55.3% | -10.4% | -44.9% | -53.6% |
| 1Y | -57.6% | -3.4% | -54.3% | -54.7% |
| All | -57.6% | +1.5% | -59.1% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling