-93.9%
HTZ vs TW
+54.4%
-148.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.1% | -8.5% | -8.4% |
| 7D | -14.6% | +4.2% | -18.8% | -15.4% |
| 30D | -20.8% | +18.9% | -39.7% | -23.9% |
| 3M | -18.8% | +23.8% | -42.6% | -23.0% |
| 6M | -74.7% | +17.0% | -91.7% | -75.7% |
| YTD | -68.1% | +19.2% | -87.3% | -69.9% |
| 1Y | -73.5% | +20.1% | -93.6% | -75.0% |
| 3Y | -81.8% | +40.5% | -122.3% | -84.8% |
| 5Y | -95.2% | +38.0% | -133.3% | -96.1% |
| All | -93.9% | +54.4% | -148.3% | -95.2% |
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