-80.2%
HTZ vs GFI
+199.7%
-279.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +2.9% | -23.7% | -21.3% |
| 7D | -7.7% | +7.7% | -15.4% | -9.1% |
| 30D | -13.1% | +4.6% | -17.7% | -14.1% |
| 3M | +14.7% | +3.8% | +11.0% | +13.6% |
| 6M | -70.6% | -7.3% | -63.3% | -70.5% |
| YTD | -65.2% | -8.8% | -56.4% | -65.0% |
| 1Y | -73.2% | +4.3% | -77.5% | -73.3% |
| All | -80.2% | +199.7% | -279.9% | -84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling