-95.0%
HTZ vs GNRC
-60.8%
-34.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +2.6% | -11.0% | -9.2% |
| 7D | -14.6% | -10.7% | -3.9% | -11.3% |
| 30D | -20.8% | -20.1% | -0.6% | -14.9% |
| 3M | -18.8% | -16.3% | -2.5% | -14.5% |
| 6M | -74.7% | -33.9% | -40.8% | -71.8% |
| YTD | -68.1% | +29.6% | -97.7% | -72.6% |
| 1Y | -73.5% | +14.9% | -88.4% | -76.3% |
| 3Y | -81.8% | +72.5% | -154.3% | -86.4% |
| All | -95.0% | -60.8% | -34.2% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling