-80.2%
HTZ vs GME
+72.8%
-152.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.9% | -16.9% | -20.4% |
| 7D | -7.7% | +0.7% | -8.4% | -7.7% |
| 30D | -13.1% | -2.4% | -10.7% | -12.8% |
| 3M | +14.7% | +27.1% | -12.4% | +11.7% |
| 6M | -70.6% | -0.2% | -70.4% | -70.7% |
| YTD | -65.2% | +20.4% | -85.5% | -66.1% |
| 1Y | -73.2% | +9.8% | -83.0% | -73.6% |
| All | -80.2% | +72.8% | -152.9% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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