-93.3%
HTZ vs GTLB
-48.0%
-45.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -6.5% | -14.3% | -19.6% |
| 7D | -7.7% | -13.5% | +5.8% | -5.1% |
| 30D | -13.1% | -5.1% | -8.0% | -12.3% |
| 3M | +14.7% | +35.5% | -20.7% | +8.0% |
| 6M | -70.6% | +97.2% | -167.8% | -74.7% |
| YTD | -65.2% | +30.5% | -95.7% | -67.8% |
| 1Y | -73.2% | +6.9% | -80.1% | -74.3% |
| 3Y | -80.8% | +15.7% | -96.5% | -82.9% |
| 5Y | -94.8% | -60.3% | -34.5% | -94.9% |
| All | -93.3% | -48.0% | -45.3% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling