-91.6%
HTZ vs GNRC
-54.3%
-37.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -9.5% | +18.7% | +12.2% |
| 7D | +18.9% | -6.0% | +24.9% | +20.8% |
| 30D | +26.3% | -12.0% | +38.3% | +30.8% |
| 3M | +49.7% | -13.4% | +63.1% | +54.7% |
| 6M | -61.1% | -26.4% | -34.7% | -58.5% |
| YTD | -56.0% | +38.8% | -94.9% | -63.2% |
| 1Y | -66.4% | +20.9% | -87.3% | -70.5% |
| 3Y | -75.8% | +80.4% | -156.2% | -82.2% |
| 5Y | -93.1% | -58.1% | -35.0% | -92.5% |
| All | -91.6% | -54.3% | -37.4% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling