-91.5%
HTZ vs GPC
+26.5%
-118.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +7.5% | +0.4% | +7.1% | +7.2% |
| 30D | +47.4% | +5.1% | +42.3% | +43.1% |
| 3M | -54.9% | +41.5% | -96.4% | -65.8% |
| 6M | -47.0% | +21.8% | -68.8% | -54.9% |
| YTD | -55.3% | +14.6% | -69.8% | -61.0% |
| 1Y | -57.6% | +1.3% | -58.9% | -59.6% |
| 3Y | -86.6% | -1.4% | -85.2% | -87.5% |
| 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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling