-91.5%
HTZ vs GRMN
+112.3%
-203.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +7.5% | -2.9% | +10.3% | +9.0% |
| 30D | +47.4% | -8.4% | +55.9% | +53.7% |
| 3M | -54.9% | +15.0% | -69.9% | -59.1% |
| 6M | -47.0% | +11.2% | -58.2% | -51.2% |
| YTD | -55.3% | +37.7% | -93.0% | -63.6% |
| 1Y | -57.6% | +18.5% | -76.1% | -62.9% |
| 3Y | -86.6% | +175.8% | -262.4% | -93.6% |
| 5Y | -86.1% | +75.1% | -161.2% | -92.3% |
| All | -91.5% | +112.3% | -203.7% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling