-93.4%
HTZ vs GWRE
+49.1%
-142.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.9% | -18.9% | -20.4% |
| 7D | -7.7% | +4.5% | -12.3% | -8.5% |
| 30D | -13.1% | +1.7% | -14.8% | -13.4% |
| 3M | +14.7% | +4.4% | +10.4% | +11.7% |
| 6M | -70.6% | +19.5% | -90.1% | -73.2% |
| YTD | -65.2% | -16.7% | -48.4% | -64.5% |
| 1Y | -73.2% | -24.0% | -49.2% | -71.7% |
| 3Y | -80.8% | +83.0% | -163.8% | -88.0% |
| 5Y | -94.8% | +33.2% | -128.0% | -96.1% |
| All | -93.4% | +49.1% | -142.5% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling