-80.2%
HTZ vs TW
+39.8%
-119.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.4% | -21.2% | -20.8% |
| 7D | -7.7% | +7.3% | -15.0% | -7.9% |
| 30D | -13.1% | +18.6% | -31.7% | -13.6% |
| 3M | +14.7% | +24.8% | -10.1% | +13.8% |
| 6M | -70.6% | +16.1% | -86.7% | -70.9% |
| YTD | -65.2% | +19.1% | -84.2% | -65.8% |
| 1Y | -73.2% | +22.8% | -96.0% | -73.7% |
| All | -80.2% | +39.8% | -119.9% | -80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling