-93.9%
HTZ vs GWW
+243.3%
-337.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.7% | -7.6% | -7.9% |
| 7D | -14.6% | +6.0% | -20.6% | -17.1% |
| 30D | -20.8% | +14.0% | -34.8% | -26.5% |
| 3M | -18.8% | +12.5% | -31.4% | -24.5% |
| 6M | -74.7% | +23.6% | -98.3% | -78.4% |
| YTD | -68.1% | +43.6% | -111.7% | -75.3% |
| 1Y | -73.5% | +52.5% | -126.0% | -80.3% |
| 3Y | -81.8% | +92.6% | -174.4% | -88.5% |
| 5Y | -95.2% | +219.0% | -314.3% | -98.0% |
| All | -93.9% | +243.3% | -337.2% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling