+297.3%
GLW vs HTZ
-81.0%
+378.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -20.8% | +7.9% | -11.7% |
| 7D | -19.7% | -7.7% | -12.0% | -19.3% |
| 30D | -38.8% | -13.1% | -25.7% | -38.3% |
| 3M | -33.9% | +14.7% | -48.6% | -34.3% |
| 6M | -36.0% | -70.6% | +34.6% | -33.0% |
| YTD | +18.7% | -65.2% | +83.9% | +22.9% |
| 1Y | +19.8% | -73.2% | +93.0% | +24.9% |
| All | +297.3% | -81.0% | +378.3% | +329.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling