-93.4%
HTZ vs CDW
-2.8%
-90.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -6.1% | -14.7% | -18.3% |
| 7D | -7.7% | -4.1% | -3.6% | -5.8% |
| 30D | -13.1% | +16.7% | -29.9% | -17.5% |
| 3M | +14.7% | +13.6% | +1.1% | +9.3% |
| 6M | -70.6% | +17.0% | -87.6% | -73.6% |
| YTD | -65.2% | +18.1% | -83.3% | -69.0% |
| 1Y | -73.2% | +10.5% | -83.6% | -75.2% |
| 3Y | -80.8% | -20.9% | -59.9% | -79.3% |
| 5Y | -94.8% | -9.3% | -85.5% | -95.0% |
| All | -93.4% | -2.8% | -90.6% | -94.2% |
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