-91.5%
HTZ vs GNRC
-54.7%
-36.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | +0.5% |
| 7D | +7.5% | +1.9% | +5.5% | +6.8% |
| 30D | +47.4% | -13.8% | +61.3% | +54.8% |
| 3M | -54.9% | -32.6% | -22.3% | -49.7% |
| 6M | -47.0% | -15.2% | -31.8% | -45.8% |
| YTD | -55.3% | +37.4% | -92.6% | -61.8% |
| 1Y | -57.6% | +5.1% | -62.8% | -60.7% |
| 3Y | -86.6% | +57.5% | -144.1% | -89.6% |
| 5Y | -86.1% | -58.7% | -27.4% | -84.5% |
| All | -91.5% | -54.7% | -36.7% | -90.9% |
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