-93.1%
HTZ vs GPC
+8.4%
-101.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.7% | +7.5% | +8.1% |
| 7D | +18.9% | +4.1% | +14.8% | +16.1% |
| 30D | +26.3% | +0.1% | +26.1% | +25.6% |
| 3M | +49.7% | -3.9% | +53.6% | +53.1% |
| 6M | -61.1% | +24.4% | -85.5% | -67.9% |
| YTD | -56.0% | +5.7% | -61.7% | -59.8% |
| 1Y | -66.4% | +6.8% | -73.2% | -69.6% |
| 3Y | -75.8% | +3.8% | -79.5% | -78.7% |
| 5Y | -93.1% | +9.2% | -102.3% | -95.1% |
| All | -93.1% | +8.4% | -101.5% | -95.1% |
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