-93.1%
HTZ vs TW
+38.3%
-131.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.0% | +8.2% | +8.9% |
| 7D | +18.9% | +6.0% | +13.0% | +17.4% |
| 30D | +26.3% | +18.6% | +7.7% | +21.3% |
| 3M | +49.7% | +26.5% | +23.1% | +41.2% |
| 6M | -61.1% | +13.1% | -74.2% | -62.4% |
| YTD | -56.0% | +18.5% | -74.6% | -58.6% |
| 1Y | -66.4% | +21.7% | -88.1% | -68.6% |
| 3Y | -75.8% | +39.8% | -115.6% | -79.8% |
| 5Y | -93.1% | +38.9% | -131.9% | -94.5% |
| All | -93.1% | +38.3% | -131.4% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling