-82.5%
HTZ vs GAP
+77.2%
-159.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.2% | -6.8% | -7.7% |
| 7D | -27.5% | -0.1% | -27.4% | -27.1% |
| 30D | -21.9% | -5.4% | -16.5% | -20.3% |
| 3M | -29.2% | +2.9% | -32.1% | -29.8% |
| 6M | -75.2% | -4.4% | -70.8% | -75.2% |
| YTD | -70.8% | -11.6% | -59.2% | -70.1% |
| 1Y | -76.1% | -6.0% | -70.1% | -75.9% |
| 3Y | -82.5% | +78.0% | -160.5% | -86.3% |
| All | -82.5% | +77.2% | -159.7% | -86.3% |
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