+123.2%
GLW vs HTZ
-58.1%
+181.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.6% |
| 7D | +3.8% | +7.5% | -3.7% | +3.3% |
| 30D | -1.3% | +47.4% | -48.8% | -3.4% |
| 3M | -21.8% | -54.9% | +33.1% | -19.5% |
| 6M | +6.9% | -47.0% | +53.9% | +10.0% |
| YTD | +77.2% | -55.3% | +132.4% | +83.3% |
| 1Y | +123.2% | -57.6% | +180.9% | +131.3% |
| All | +123.2% | -58.1% | +181.3% | +131.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling