-86.5%
HTZ vs GME
+3.8%
-90.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +7.5% | +7.2% | +0.3% | +6.6% |
| 30D | +47.4% | +0.8% | +46.6% | +47.3% |
| 3M | -54.9% | -14.0% | -40.9% | -54.2% |
| 6M | -47.0% | -19.7% | -27.3% | -45.9% |
| YTD | -55.3% | -4.6% | -50.7% | -55.3% |
| 1Y | -57.6% | -14.3% | -43.3% | -57.2% |
| All | -86.5% | +3.8% | -90.4% | -89.7% |
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