-93.9%
HTZ vs GNRC
-57.3%
-36.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +2.6% | -11.0% | -9.2% |
| 7D | -14.6% | -10.7% | -3.9% | -11.4% |
| 30D | -20.8% | -20.1% | -0.6% | -15.0% |
| 3M | -18.8% | -16.3% | -2.5% | -14.5% |
| 6M | -74.7% | -33.9% | -40.8% | -71.9% |
| YTD | -68.1% | +29.6% | -97.7% | -72.5% |
| 1Y | -73.5% | +14.9% | -88.4% | -76.2% |
| 3Y | -81.8% | +72.5% | -154.3% | -86.3% |
| 5Y | -95.2% | -60.1% | -35.1% | -94.7% |
| All | -93.9% | -57.3% | -36.6% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling