-94.0%
HTZ vs GWRE
+26.4%
-120.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.3% |
| 7D | -8.5% | -2.0% | -6.6% | -8.1% |
| 30D | -18.9% | -4.1% | -14.9% | -18.0% |
| 3M | -36.0% | -13.4% | -22.7% | -34.7% |
| 6M | -74.6% | +26.0% | -100.5% | -77.1% |
| YTD | -70.8% | -21.3% | -49.5% | -69.8% |
| 1Y | -75.3% | -27.5% | -47.8% | -73.6% |
| 3Y | -81.6% | +72.7% | -154.2% | -88.2% |
| All | -94.0% | +26.4% | -120.3% | -95.4% |
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