-47.0%
HTZ vs GDDY
+14.3%
-61.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.6% | +0.5% |
| 7D | +7.5% | +3.7% | +3.8% | +8.9% |
| 30D | +47.4% | +10.4% | +37.0% | +54.9% |
| 3M | -54.9% | +19.4% | -74.3% | -46.2% |
| 6M | -47.0% | +14.3% | -61.3% | -36.1% |
| All | -47.0% | +14.3% | -61.3% | -36.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling