-93.9%
HTZ vs GFI
+412.2%
-506.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +3.5% | -11.9% | -8.8% |
| 7D | -14.6% | +19.0% | -33.6% | -16.4% |
| 30D | -20.8% | +11.8% | -32.5% | -22.0% |
| 3M | -18.8% | +7.3% | -26.1% | -19.7% |
| 6M | -74.7% | -13.3% | -61.4% | -74.5% |
| YTD | -68.1% | -5.6% | -62.5% | -68.1% |
| 1Y | -73.5% | +9.2% | -82.7% | -73.7% |
| 3Y | -81.8% | +213.7% | -295.6% | -83.4% |
| 5Y | -95.2% | +395.5% | -490.7% | -95.6% |
| All | -93.9% | +412.2% | -506.1% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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