-86.5%
HTZ vs GDDY
+35.7%
-122.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.6% | +1.3% |
| 7D | +7.5% | +3.7% | +3.8% | +7.5% |
| 30D | +47.4% | +10.4% | +37.0% | +47.9% |
| 3M | -54.9% | +19.4% | -74.3% | -54.6% |
| 6M | -47.0% | +14.3% | -61.3% | -46.5% |
| YTD | -55.3% | -18.4% | -36.9% | -51.9% |
| 1Y | -57.6% | -30.1% | -27.6% | -53.0% |
| All | -86.5% | +35.7% | -122.2% | -89.3% |
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