+6.7%
AWK vs HTZ
-93.0%
+99.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | -0.7% |
| 7D | -2.6% | -14.0% | +11.4% | -2.3% |
| 30D | +14.2% | -19.8% | +34.0% | +14.6% |
| 3M | +10.0% | -45.0% | +55.0% | +11.3% |
| 6M | +17.1% | -73.2% | +90.3% | +20.0% |
| YTD | +16.1% | -70.0% | +86.2% | +18.1% |
| 1Y | +17.5% | -75.7% | +93.2% | +20.3% |
| 3Y | +29.3% | -82.1% | +111.4% | +32.2% |
| 5Y | -3.5% | -94.3% | +90.8% | +2.7% |
| All | +6.7% | -93.0% | +99.7% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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