-73.5%
HTZ vs GWRE
-26.4%
-47.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -3.5% | -4.8% | -8.3% |
| 7D | -14.6% | -0.7% | -13.9% | -14.5% |
| 30D | -20.8% | -1.6% | -19.2% | -20.6% |
| 3M | -18.8% | +0.9% | -19.7% | -18.7% |
| 6M | -74.7% | +23.1% | -97.8% | -74.4% |
| YTD | -68.1% | -19.7% | -48.4% | -62.2% |
| 1Y | -73.5% | -25.0% | -48.4% | -66.0% |
| All | -73.5% | -26.4% | -47.1% | -66.0% |
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