+221.8%
GLW vs HTZ
-92.6%
+314.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.6% | +9.9% | +9.3% |
| 7D | -5.9% | -16.4% | +10.5% | -4.5% |
| 30D | -26.0% | -15.1% | -10.9% | -25.1% |
| 3M | -29.9% | -28.2% | -1.7% | -28.3% |
| 6M | -37.8% | -73.1% | +35.3% | -32.5% |
| YTD | +33.1% | -68.3% | +101.4% | +41.6% |
| 1Y | +36.8% | -75.2% | +112.1% | +48.0% |
| 3Y | +356.1% | -81.1% | +437.2% | +384.0% |
| 5Y | +243.8% | -95.0% | +338.8% | +318.2% |
| All | +221.8% | -92.6% | +314.4% | +290.3% |
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 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