+328.2%
GLW vs HTZ
-89.5%
+417.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.6% |
| 7D | +3.8% | +7.5% | -3.7% | +3.2% |
| 30D | -1.3% | +47.4% | -48.8% | -4.6% |
| 3M | -21.8% | -54.9% | +33.1% | -18.6% |
| 6M | +6.9% | -47.0% | +53.9% | +9.6% |
| YTD | +77.2% | -55.3% | +132.4% | +83.7% |
| 1Y | +123.2% | -57.6% | +180.9% | +130.3% |
| 3Y | +400.0% | -86.6% | +486.6% | +475.4% |
| 5Y | +342.8% | -86.1% | +428.9% | +396.0% |
| All | +328.2% | -89.5% | +417.7% | +406.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling