-61.1%
HTZ vs GAP
-1.8%
-59.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +8.0% | +1.2% | +7.7% |
| 7D | +18.9% | +8.0% | +11.0% | +17.3% |
| 30D | +26.3% | +2.7% | +23.6% | +25.4% |
| 3M | +49.7% | +16.0% | +33.6% | +45.8% |
| 6M | -61.1% | +2.0% | -63.1% | -61.1% |
| All | -61.1% | -1.8% | -59.3% | -61.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling