-91.5%
HTZ vs ACWI
+74.4%
-165.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | +7.5% | +0.5% | +7.0% | +6.6% |
| 30D | +47.4% | +0.9% | +46.6% | +45.6% |
| 3M | -54.9% | +2.4% | -57.3% | -56.6% |
| 6M | -47.0% | +12.4% | -59.4% | -55.5% |
| YTD | -55.3% | +15.2% | -70.4% | -63.7% |
| 1Y | -57.6% | +22.7% | -80.4% | -69.0% |
| 3Y | -86.6% | +75.8% | -162.4% | -94.4% |
| 5Y | -86.1% | +67.7% | -153.8% | -93.0% |
| All | -91.5% | +74.4% | -165.8% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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