-93.1%
HTZ vs GME
-54.7%
-38.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.6% | +5.6% | +8.7% |
| 7D | +18.9% | +7.8% | +11.2% | +17.8% |
| 30D | +26.3% | -0.4% | +26.7% | +26.2% |
| 3M | +49.7% | +30.9% | +18.8% | +43.7% |
| 6M | -61.1% | +5.5% | -66.6% | -61.6% |
| YTD | -56.0% | +25.2% | -81.2% | -57.8% |
| 1Y | -66.4% | +14.4% | -80.8% | -67.4% |
| 3Y | -75.8% | +81.3% | -157.0% | -82.5% |
| 5Y | -93.1% | -53.8% | -39.2% | -94.0% |
| All | -93.1% | -54.7% | -38.4% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling