+331.3%
GLW vs HTZ
-82.6%
+413.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.0% | +4.7% | -2.8% |
| 7D | -11.1% | -27.5% | +16.4% | -9.4% |
| 30D | -28.4% | -21.9% | -6.6% | -27.4% |
| 3M | -28.8% | -29.2% | +0.5% | -27.5% |
| 6M | -39.8% | -75.2% | +35.4% | -36.4% |
| YTD | +28.7% | -70.8% | +99.6% | +34.6% |
| 1Y | +27.7% | -76.1% | +103.8% | +34.3% |
| 3Y | +331.3% | -82.5% | +413.9% | +367.8% |
| All | +331.3% | -82.6% | +413.9% | +367.8% |
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