-91.6%
HTZ vs GRMN
+122.4%
-214.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.5% | +2.7% | +6.0% |
| 7D | +18.9% | +6.1% | +12.8% | +15.6% |
| 30D | +26.3% | +1.3% | +25.0% | +25.5% |
| 3M | +49.7% | -5.6% | +55.2% | +53.5% |
| 6M | -61.1% | +22.2% | -83.3% | -65.9% |
| YTD | -56.0% | +44.3% | -100.3% | -65.1% |
| 1Y | -66.4% | +43.1% | -109.5% | -73.2% |
| 3Y | -75.8% | +163.2% | -239.0% | -87.8% |
| 5Y | -93.1% | +125.5% | -218.6% | -96.5% |
| All | -91.6% | +122.4% | -214.0% | -96.9% |
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