-91.5%
HTZ vs GTLB
-44.4%
-47.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.2% | +9.2% |
| 7D | +18.9% | -9.7% | +28.6% | +21.1% |
| 30D | +26.3% | +1.7% | +24.6% | +25.5% |
| 3M | +49.7% | +43.6% | +6.1% | +39.0% |
| 6M | -61.1% | +113.0% | -174.1% | -67.1% |
| YTD | -56.0% | +39.5% | -95.6% | -60.0% |
| 1Y | -66.4% | +12.6% | -79.0% | -68.1% |
| 3Y | -75.8% | +23.6% | -99.4% | -78.8% |
| 5Y | -93.1% | -56.0% | -37.1% | -93.4% |
| All | -91.5% | -44.4% | -47.1% | -92.0% |
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