-91.4%
HTZ vs GTLB
-47.1%
-44.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.1% |
| 7D | +7.5% | +11.1% | -3.6% | +5.4% |
| 30D | +47.4% | +37.8% | +9.6% | +38.5% |
| 3M | -54.9% | +61.6% | -116.5% | -59.3% |
| 6M | -47.0% | +98.9% | -145.9% | -54.7% |
| YTD | -55.3% | +32.8% | -88.0% | -58.8% |
| 1Y | -57.6% | +14.7% | -72.3% | -60.3% |
| 3Y | -86.6% | +1.3% | -87.9% | -87.8% |
| All | -91.4% | -47.1% | -44.2% | -91.7% |
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