-94.0%
HTZ vs GWRE
+43.3%
-137.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -16.4% | -1.0% | -15.4% | -16.0% |
| 30D | -15.1% | -3.9% | -11.2% | -14.3% |
| 3M | -28.2% | -5.7% | -22.5% | -28.4% |
| 6M | -73.1% | +16.2% | -89.2% | -75.2% |
| YTD | -68.3% | -20.0% | -48.3% | -67.3% |
| 1Y | -75.2% | -26.2% | -49.0% | -73.7% |
| 3Y | -81.1% | +79.5% | -160.6% | -88.2% |
| 5Y | -95.0% | +25.8% | -120.8% | -96.2% |
| All | -94.0% | +43.3% | -137.3% | -95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling