-94.0%
HTZ vs GFI
+300.1%
-394.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -8.5% | -8.7% | +0.2% | -7.4% |
| 30D | -18.9% | +0.6% | -19.5% | -19.2% |
| 3M | -36.0% | -7.5% | -28.6% | -35.6% |
| 6M | -74.6% | -18.3% | -56.2% | -74.2% |
| YTD | -70.8% | -13.8% | -57.0% | -70.5% |
| 1Y | -75.3% | -8.8% | -66.4% | -75.1% |
| 3Y | -81.6% | +215.8% | -297.4% | -83.5% |
| All | -94.0% | +300.1% | -394.0% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling