-79.9%
HTZ vs GDDY
+29.8%
-109.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.4% | +9.0% | +9.3% |
| 7D | -27.4% | -4.0% | -23.4% | -27.4% |
| 30D | -11.4% | +11.0% | -22.3% | -11.1% |
| 3M | -33.1% | +25.1% | -58.2% | -32.4% |
| 6M | -73.5% | +28.9% | -102.4% | -72.9% |
| YTD | -68.1% | -8.5% | -59.6% | -65.4% |
| 1Y | -74.3% | -13.8% | -60.5% | -71.8% |
| All | -79.9% | +29.8% | -109.6% | -82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling