-91.5%
HTZ vs GPC
+26.5%
-118.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.6% |
| 7D | +7.5% | +1.2% | +6.3% | +6.6% |
| 30D | +47.4% | +6.0% | +41.5% | +42.4% |
| 3M | -54.9% | +42.6% | -97.5% | -65.9% |
| 6M | -47.0% | +22.8% | -69.8% | -55.2% |
| YTD | -55.3% | +15.5% | -70.7% | -61.2% |
| 1Y | -57.6% | +2.0% | -59.7% | -59.8% |
| 3Y | -86.6% | -1.4% | -85.2% | -87.4% |
| 5Y | -86.1% | +30.6% | -116.7% | -90.9% |
| All | -91.5% | +26.5% | -118.0% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded GPC 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling