-66.4%
HTZ vs GWRE
-24.5%
-41.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.9% | +3.2% | +9.1% |
| 7D | +18.9% | +2.2% | +16.7% | +18.9% |
| 30D | +26.3% | +4.5% | +21.7% | +26.4% |
| 3M | +49.7% | +6.4% | +43.2% | +49.6% |
| 6M | -61.1% | +18.8% | -79.9% | -60.4% |
| YTD | -56.0% | -15.1% | -40.9% | -47.3% |
| 1Y | -66.4% | -23.4% | -43.0% | -52.8% |
| All | -66.4% | -24.5% | -41.9% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling