-73.2%
HTZ vs GAP
+4.3%
-77.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.6% | -15.2% | -18.5% |
| 7D | -7.7% | -2.1% | -5.6% | -6.3% |
| 30D | -13.1% | -5.1% | -8.0% | -10.9% |
| 3M | +14.7% | +9.8% | +5.0% | +10.6% |
| 6M | -70.6% | -3.6% | -67.0% | -70.4% |
| YTD | -65.2% | -9.8% | -55.4% | -64.0% |
| 1Y | -73.2% | -1.5% | -71.7% | -74.4% |
| All | -73.2% | +4.3% | -77.5% | -74.4% |
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