-94.4%
HTZ vs GDDY
+30.2%
-124.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.3% | -9.2% | -8.2% |
| 7D | -27.5% | -0.3% | -27.3% | -27.5% |
| 30D | -21.9% | +8.4% | -30.3% | -23.1% |
| 3M | -29.2% | +23.7% | -52.9% | -32.7% |
| 6M | -75.2% | +24.3% | -99.5% | -77.0% |
| YTD | -70.8% | -8.8% | -62.0% | -69.9% |
| 1Y | -76.1% | -13.9% | -62.2% | -74.8% |
| 3Y | -82.5% | +29.1% | -111.6% | -85.9% |
| 5Y | -94.1% | +59.1% | -153.2% | -95.6% |
| All | -94.4% | +30.2% | -124.7% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling