+217.3%
GLW vs HTZ
-93.2%
+310.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -4.1% |
| 7D | +7.7% | -8.5% | +16.3% | +8.6% |
| 30D | -18.8% | -18.9% | +0.1% | -17.5% |
| 3M | -27.7% | -36.0% | +8.3% | -25.3% |
| 6M | -44.4% | -74.6% | +30.1% | -39.5% |
| YTD | +31.3% | -70.8% | +102.1% | +40.6% |
| 1Y | +40.0% | -75.3% | +115.3% | +51.7% |
| 3Y | +339.2% | -81.6% | +420.8% | +365.1% |
| 5Y | +229.2% | -94.4% | +323.6% | +299.7% |
| All | +217.3% | -93.2% | +310.5% | +287.7% |
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