+7.2%
AWK vs HTZ
-92.6%
+99.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | +1.2% | -16.4% | +17.6% | +1.5% |
| 30D | +15.8% | -15.1% | +30.9% | +16.1% |
| 3M | +11.0% | -28.2% | +39.2% | +11.5% |
| 6M | +21.0% | -73.1% | +94.0% | +24.0% |
| YTD | +16.7% | -68.3% | +85.0% | +18.6% |
| 1Y | +17.2% | -75.2% | +92.4% | +20.0% |
| 3Y | +29.2% | -81.1% | +110.3% | +32.0% |
| 5Y | -2.3% | -95.0% | +92.7% | +3.8% |
| All | +7.2% | -92.6% | +99.8% | +16.4% |
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