-93.4%
HTZ vs TW
+54.2%
-147.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.4% | -21.2% | -20.9% |
| 7D | -7.7% | +7.3% | -15.0% | -9.2% |
| 30D | -13.1% | +18.6% | -31.7% | -16.5% |
| 3M | +14.7% | +24.8% | -10.1% | +8.7% |
| 6M | -70.6% | +16.1% | -86.7% | -71.7% |
| YTD | -65.2% | +19.1% | -84.2% | -67.2% |
| 1Y | -73.2% | +22.8% | -96.0% | -75.0% |
| 3Y | -80.8% | +40.4% | -121.2% | -83.9% |
| 5Y | -94.8% | +37.9% | -132.7% | -95.8% |
| All | -93.4% | +54.2% | -147.6% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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