-91.5%
HTZ vs TW
+28.4%
-119.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +7.5% | -2.3% | +9.8% | +8.0% |
| 30D | +47.4% | +3.9% | +43.5% | +45.8% |
| 3M | -54.9% | +5.7% | -60.6% | -55.6% |
| 6M | -47.0% | -14.5% | -32.5% | -45.4% |
| YTD | -55.3% | -0.9% | -54.4% | -56.0% |
| 1Y | -57.6% | -13.5% | -44.1% | -56.5% |
| 3Y | -86.6% | +25.0% | -111.6% | -88.7% |
| 5Y | -86.1% | +22.7% | -108.8% | -87.9% |
| All | -91.5% | +28.4% | -119.9% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling