-93.9%
HTZ vs GRMN
+119.7%
-213.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.3% | -8.1% | -8.2% |
| 7D | -14.6% | +4.7% | -19.3% | -16.3% |
| 30D | -20.8% | +3.4% | -24.2% | -21.8% |
| 3M | -18.8% | -5.0% | -13.8% | -16.8% |
| 6M | -74.7% | +18.6% | -93.3% | -77.4% |
| YTD | -68.1% | +42.5% | -110.6% | -74.5% |
| 1Y | -73.5% | +42.3% | -115.8% | -78.7% |
| 3Y | -81.8% | +158.5% | -240.3% | -90.7% |
| 5Y | -95.2% | +123.6% | -218.8% | -97.6% |
| All | -93.9% | +119.7% | -213.6% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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