-93.9%
HTZ vs GTLB
-49.0%
-44.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.8% | -6.5% | -8.0% |
| 7D | -14.6% | -11.1% | -3.5% | -12.5% |
| 30D | -20.8% | -7.5% | -13.3% | -19.7% |
| 3M | -18.8% | +34.8% | -53.6% | -23.4% |
| 6M | -74.7% | +98.0% | -172.7% | -78.2% |
| YTD | -68.1% | +28.1% | -96.2% | -70.4% |
| 1Y | -73.5% | +5.6% | -79.0% | -74.5% |
| 3Y | -81.8% | +15.9% | -97.8% | -83.8% |
| 5Y | -95.2% | -61.1% | -34.2% | -95.3% |
| All | -93.9% | -49.0% | -44.9% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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