-74.9%
HTZ vs GAP
+85.3%
-160.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +8.0% | +1.2% | +7.1% |
| 7D | +18.9% | +8.0% | +11.0% | +16.7% |
| 30D | +26.3% | +2.7% | +23.6% | +25.5% |
| 3M | +49.7% | +16.0% | +33.6% | +42.9% |
| 6M | -61.1% | +2.0% | -63.1% | -61.9% |
| YTD | -56.0% | -4.4% | -51.6% | -56.1% |
| 1Y | -66.4% | +9.2% | -75.6% | -67.6% |
| All | -74.9% | +85.3% | -160.2% | -80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling