+21.8%
GLW vs HTZ
-75.3%
+97.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.4% | +11.0% | +3.6% |
| 7D | -13.9% | -14.6% | +0.7% | -12.2% |
| 30D | -35.0% | -20.8% | -14.2% | -33.3% |
| 3M | -32.4% | -18.8% | -13.5% | -30.9% |
| 6M | -41.3% | -74.7% | +33.3% | -33.6% |
| YTD | +21.8% | -68.1% | +89.9% | +31.9% |
| 1Y | +21.8% | -73.5% | +95.3% | +34.3% |
| All | +21.8% | -75.3% | +97.1% | +34.3% |
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