-73.2%
HTZ vs GTLB
+4.3%
-77.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -6.5% | -14.3% | -20.7% |
| 7D | -7.7% | -13.5% | +5.8% | -7.8% |
| 30D | -13.1% | -5.1% | -8.0% | -13.0% |
| 3M | +14.7% | +35.5% | -20.7% | +16.0% |
| 6M | -70.6% | +97.2% | -167.8% | -70.1% |
| YTD | -65.2% | +30.5% | -95.7% | -63.2% |
| 1Y | -73.2% | +6.9% | -80.1% | -71.2% |
| All | -73.2% | +4.3% | -77.4% | -71.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling