-93.9%
HTZ vs WTW
+53.2%
-147.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.3% | -6.1% | -7.6% |
| 7D | -14.6% | +1.4% | -16.0% | -14.8% |
| 30D | -20.8% | +13.1% | -33.9% | -24.0% |
| 3M | -18.8% | -3.0% | -15.9% | -17.8% |
| 6M | -74.7% | +31.2% | -105.9% | -77.3% |
| YTD | -68.1% | +1.1% | -69.2% | -68.2% |
| 1Y | -73.5% | +3.4% | -76.9% | -73.9% |
| 3Y | -81.8% | +44.7% | -126.5% | -85.7% |
| 5Y | -95.2% | +52.0% | -147.2% | -96.5% |
| All | -93.9% | +53.2% | -147.2% | -95.4% |
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