-93.4%
HTZ vs ARWR
-30.5%
-62.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -6.8% | -14.0% | -19.4% |
| 7D | -7.7% | -5.0% | -2.7% | -6.4% |
| 30D | -13.1% | -6.6% | -6.5% | -11.6% |
| 3M | +14.7% | -33.9% | +48.6% | +24.4% |
| 6M | -70.6% | -23.3% | -47.3% | -69.3% |
| YTD | -65.2% | -13.5% | -51.7% | -64.7% |
| 1Y | -73.2% | +42.5% | -115.7% | -75.6% |
| 3Y | -80.8% | +104.1% | -184.9% | -85.0% |
| 5Y | -94.8% | -28.8% | -66.0% | -94.8% |
| All | -93.4% | -30.5% | -62.8% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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