-91.6%
HTZ vs CDW
+3.6%
-95.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +12.7% | -3.5% | +4.4% |
| 7D | +18.9% | +3.7% | +15.2% | +17.1% |
| 30D | +26.3% | +26.0% | +0.2% | +15.8% |
| 3M | +49.7% | +10.1% | +39.6% | +42.9% |
| 6M | -61.1% | +26.1% | -87.2% | -66.3% |
| YTD | -56.0% | +25.9% | -81.9% | -62.1% |
| 1Y | -66.4% | +21.5% | -88.0% | -70.4% |
| 3Y | -75.8% | -15.7% | -60.0% | -74.6% |
| 5Y | -93.1% | -2.3% | -90.8% | -93.5% |
| All | -91.6% | +3.6% | -95.2% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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