-81.1%
HTZ vs GFI
+243.2%
-324.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.8% | -5.4% | -1.4% |
| 7D | -16.4% | +18.0% | -34.4% | -19.0% |
| 30D | -15.1% | +11.5% | -26.6% | -17.0% |
| 3M | -28.2% | +2.8% | -31.0% | -28.9% |
| 6M | -73.1% | -6.4% | -66.6% | -73.2% |
| YTD | -68.3% | -1.1% | -67.2% | -68.6% |
| 1Y | -75.2% | +10.8% | -86.0% | -75.7% |
| 3Y | -81.1% | +248.8% | -329.9% | -84.8% |
| All | -81.1% | +243.2% | -324.3% | -84.8% |
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