-93.9%
HTZ vs GWRE
+41.0%
-134.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.7% | +7.6% | +8.9% |
| 7D | -27.4% | -7.3% | -20.1% | -26.0% |
| 30D | -11.4% | -4.0% | -7.4% | -10.4% |
| 3M | -33.1% | -10.5% | -22.6% | -32.4% |
| 6M | -73.5% | +17.7% | -91.3% | -75.7% |
| YTD | -68.1% | -21.3% | -46.8% | -67.0% |
| 1Y | -74.3% | -28.0% | -46.3% | -72.5% |
| 3Y | -80.9% | +73.6% | -154.5% | -87.9% |
| 5Y | -93.8% | +26.1% | -119.9% | -95.3% |
| All | -93.9% | +41.0% | -134.9% | -95.8% |
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 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