-93.9%
HTZ vs GFI
+391.1%
-485.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.5% | +10.9% | +9.5% |
| 7D | -27.4% | +2.2% | -29.6% | -27.7% |
| 30D | -11.4% | +2.2% | -13.5% | -11.8% |
| 3M | -33.1% | -4.6% | -28.4% | -32.9% |
| 6M | -73.5% | -16.7% | -56.8% | -73.2% |
| YTD | -68.1% | -9.5% | -58.6% | -68.0% |
| 1Y | -74.3% | -6.8% | -67.5% | -74.2% |
| 3Y | -80.9% | +223.7% | -304.6% | -82.5% |
| 5Y | -93.8% | +321.8% | -415.6% | -94.4% |
| All | -93.9% | +391.1% | -485.1% | -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