-74.6%
HTZ vs GNRC
+20.0%
-94.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.9% |
| 7D | -14.0% | +11.9% | -25.9% | -16.3% |
| 30D | -19.8% | -10.0% | -9.8% | -18.1% |
| 3M | -45.0% | -13.1% | -31.9% | -43.2% |
| 6M | -73.2% | -28.5% | -44.8% | -71.6% |
| YTD | -70.0% | +41.4% | -111.5% | -76.2% |
| All | -74.6% | +20.0% | -94.7% | -78.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling