-14.8%
AWK vs HTZ
-85.9%
+71.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.2% |
| 7D | +1.7% | +7.5% | -5.7% | +1.6% |
| 30D | +5.6% | +47.4% | -41.9% | +4.3% |
| 3M | +15.9% | -54.9% | +70.8% | +17.5% |
| 6M | +4.6% | -47.0% | +51.6% | +5.2% |
| YTD | +10.1% | -55.3% | +65.3% | +11.2% |
| 1Y | +2.1% | -57.6% | +59.7% | +2.9% |
| 3Y | +9.8% | -86.6% | +96.5% | +17.4% |
| All | -14.8% | -85.9% | +71.0% | -8.6% |
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