-94.4%
HTZ vs WTW
+55.1%
-149.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.8% | -9.8% | -8.6% |
| 7D | -27.5% | +1.6% | -29.1% | -27.9% |
| 30D | -21.9% | +12.4% | -34.2% | -24.9% |
| 3M | -29.2% | -2.6% | -26.6% | -28.5% |
| 6M | -75.2% | +30.8% | -106.0% | -77.7% |
| YTD | -70.8% | +2.3% | -73.2% | -71.0% |
| 1Y | -76.1% | +4.9% | -81.0% | -76.7% |
| 3Y | -82.5% | +43.9% | -126.4% | -86.1% |
| 5Y | -94.1% | +53.8% | -147.9% | -95.6% |
| All | -94.4% | +55.1% | -149.6% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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