-0.9%
AWK vs HTZ
-95.4%
+94.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +7.0% | -1.2% |
| 7D | +4.1% | -14.6% | +18.7% | +4.4% |
| 30D | +18.0% | -20.8% | +38.8% | +18.5% |
| 3M | +12.2% | -18.8% | +31.0% | +12.4% |
| 6M | +21.2% | -74.7% | +95.9% | +24.6% |
| YTD | +17.6% | -68.1% | +85.6% | +19.5% |
| 1Y | +19.2% | -73.5% | +92.7% | +21.9% |
| 3Y | +26.7% | -81.8% | +108.5% | +31.0% |
| All | -0.9% | -95.4% | +94.4% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling