-81.8%
HTZ vs GNRC
+69.2%
-151.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -15.1% |
| 3M | -18.8% | -16.3% | -2.5% | -14.4% |
| 6M | -74.7% | -33.9% | -40.8% | -71.8% |
| YTD | -68.1% | +29.6% | -97.7% | -73.5% |
| 1Y | -73.5% | +14.9% | -88.4% | -76.9% |
| 3Y | -81.8% | +72.5% | -154.3% | -90.5% |
| All | -81.8% | +69.2% | -151.1% | -90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling