+194.5%
GLW vs HTZ
-92.5%
+287.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.4% | +11.0% | +3.3% |
| 7D | -13.9% | -14.6% | +0.7% | -12.8% |
| 30D | -35.0% | -20.8% | -14.2% | -33.8% |
| 3M | -32.4% | -18.8% | -13.5% | -31.5% |
| 6M | -41.3% | -74.7% | +33.3% | -36.1% |
| YTD | +21.8% | -68.1% | +89.9% | +29.5% |
| 1Y | +21.8% | -73.5% | +95.3% | +31.1% |
| 3Y | +307.7% | -81.8% | +389.5% | +335.5% |
| 5Y | +213.7% | -95.2% | +308.9% | +282.7% |
| All | +194.5% | -92.5% | +287.1% | +257.1% |
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