-91.6%
HTZ vs GWW
+254.9%
-346.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.5% | +2.6% | +5.0% |
| 7D | +18.9% | +11.1% | +7.9% | +11.5% |
| 30D | +26.3% | +15.7% | +10.5% | +15.3% |
| 3M | +49.7% | +14.8% | +34.9% | +36.7% |
| 6M | -61.1% | +30.9% | -92.0% | -68.1% |
| YTD | -56.0% | +48.5% | -104.5% | -66.8% |
| 1Y | -66.4% | +57.1% | -123.5% | -75.6% |
| 3Y | -75.8% | +98.9% | -174.7% | -85.1% |
| 5Y | -93.1% | +226.2% | -319.2% | -97.1% |
| All | -91.6% | +254.9% | -346.5% | -96.9% |
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