-91.5%
HTZ vs GWW
+215.6%
-307.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.8% |
| 7D | +7.5% | +1.4% | +6.1% | +6.5% |
| 30D | +47.4% | +3.3% | +44.2% | +43.7% |
| 3M | -54.9% | +2.9% | -57.8% | -56.6% |
| 6M | -47.0% | +15.8% | -62.8% | -53.0% |
| YTD | -55.3% | +32.0% | -87.3% | -63.7% |
| 1Y | -57.6% | +29.9% | -87.5% | -65.4% |
| 3Y | -86.6% | +91.1% | -177.7% | -91.6% |
| 5Y | -86.1% | +223.9% | -310.1% | -94.6% |
| All | -91.5% | +215.6% | -307.1% | -96.6% |
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