-95.0%
HTZ vs GWRE
+27.5%
-122.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -3.5% | -4.8% | -7.6% |
| 7D | -14.6% | -0.7% | -13.9% | -14.2% |
| 30D | -20.8% | -1.6% | -19.2% | -20.4% |
| 3M | -18.8% | +0.9% | -19.7% | -20.3% |
| 6M | -74.7% | +23.1% | -97.8% | -77.1% |
| YTD | -68.1% | -19.7% | -48.4% | -67.1% |
| 1Y | -73.5% | -25.0% | -48.4% | -71.9% |
| 3Y | -81.8% | +78.7% | -160.6% | -88.7% |
| All | -95.0% | +27.5% | -122.5% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling