-94.8%
HTZ vs GME
-56.2%
-38.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.9% | -16.9% | -20.3% |
| 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% | +10.8% |
| 6M | -70.6% | -0.2% | -70.4% | -70.8% |
| YTD | -65.2% | +20.4% | -85.5% | -66.4% |
| 1Y | -73.2% | +9.8% | -83.0% | -73.8% |
| 3Y | -80.8% | +74.3% | -155.1% | -86.1% |
| 5Y | -94.8% | -54.7% | -40.1% | -95.5% |
| All | -94.8% | -56.2% | -38.6% | -95.5% |
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