-91.5%
HTZ vs CDW
-6.5%
-85.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +7.5% | +3.2% | +4.3% | +6.2% |
| 30D | +47.4% | +9.3% | +38.2% | +42.0% |
| 3M | -54.9% | +9.8% | -64.7% | -57.4% |
| 6M | -47.0% | +23.3% | -70.3% | -54.1% |
| YTD | -55.3% | +13.7% | -68.9% | -59.8% |
| 1Y | -57.6% | -6.5% | -51.2% | -58.3% |
| 3Y | -86.6% | -25.2% | -61.4% | -85.2% |
| 5Y | -86.1% | -19.5% | -66.6% | -85.2% |
| All | -91.5% | -6.5% | -85.0% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling