-94.8%
HTZ vs GPC
+6.4%
-101.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.6% | -19.2% | -19.8% |
| 7D | -7.7% | +1.7% | -9.4% | -8.4% |
| 30D | -13.1% | -2.3% | -10.8% | -12.0% |
| 3M | +14.7% | -4.5% | +19.2% | +18.1% |
| 6M | -70.6% | +21.6% | -92.2% | -75.3% |
| YTD | -65.2% | +4.0% | -69.2% | -67.8% |
| 1Y | -73.2% | +3.5% | -76.7% | -75.1% |
| 3Y | -80.8% | +2.1% | -83.0% | -82.9% |
| 5Y | -94.8% | +5.5% | -100.3% | -96.1% |
| All | -94.8% | +6.4% | -101.2% | -96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling