-74.0%
HTZ vs GWRE
-26.6%
-47.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | -16.4% | -1.0% | -15.4% | -16.3% |
| 30D | -15.1% | -3.9% | -11.2% | -15.0% |
| 3M | -28.2% | -5.7% | -22.5% | -28.2% |
| 6M | -73.1% | +16.2% | -89.2% | -72.6% |
| YTD | -68.3% | -20.0% | -48.3% | -62.9% |
| All | -74.0% | -26.6% | -47.5% | -68.1% |
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