-93.4%
HTZ vs GRMN
+120.3%
-213.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.0% | -19.8% | -20.3% |
| 7D | -7.7% | +2.3% | -10.0% | -8.6% |
| 30D | -13.1% | +2.6% | -15.7% | -13.9% |
| 3M | +14.7% | -5.0% | +19.7% | +17.5% |
| 6M | -70.6% | +23.1% | -93.7% | -74.3% |
| YTD | -65.2% | +42.9% | -108.1% | -72.2% |
| 1Y | -73.2% | +41.7% | -114.9% | -78.4% |
| 3Y | -80.8% | +160.7% | -241.6% | -90.3% |
| 5Y | -94.8% | +124.2% | -219.0% | -97.3% |
| All | -93.4% | +120.3% | -213.7% | -97.5% |
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