-93.4%
HTZ vs GWW
+245.8%
-339.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.6% | -18.2% | -19.1% |
| 7D | -7.7% | +5.8% | -13.5% | -10.4% |
| 30D | -13.1% | +13.8% | -26.9% | -19.4% |
| 3M | +14.7% | +13.2% | +1.6% | +6.2% |
| 6M | -70.6% | +28.4% | -99.0% | -75.5% |
| YTD | -65.2% | +44.7% | -109.9% | -73.2% |
| 1Y | -73.2% | +52.1% | -125.2% | -80.0% |
| 3Y | -80.8% | +93.9% | -174.7% | -87.9% |
| 5Y | -94.8% | +221.4% | -316.2% | -97.8% |
| All | -93.4% | +245.8% | -339.2% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling