-86.5%
HTZ vs GWRE
+88.7%
-175.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -19.9% | +21.3% | +2.3% |
| 7D | +7.5% | -21.1% | +28.6% | +8.6% |
| 30D | +47.4% | +1.3% | +46.1% | +46.5% |
| 3M | -54.9% | +7.4% | -62.3% | -55.4% |
| 6M | -47.0% | +5.6% | -52.6% | -47.6% |
| YTD | -55.3% | -19.2% | -36.1% | -53.8% |
| 1Y | -57.6% | -25.1% | -32.5% | -56.0% |
| All | -86.5% | +88.7% | -175.3% | -90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling