-93.4%
HTZ vs WTW
+56.8%
-150.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.3% | -20.5% | -20.7% |
| 7D | -7.7% | +4.9% | -12.7% | -9.2% |
| 30D | -13.1% | +15.3% | -28.4% | -17.2% |
| 3M | +14.7% | -0.1% | +14.9% | +15.0% |
| 6M | -70.6% | +30.6% | -101.2% | -73.6% |
| YTD | -65.2% | +3.5% | -68.6% | -65.6% |
| 1Y | -73.2% | +5.5% | -78.7% | -73.8% |
| 3Y | -80.8% | +47.9% | -128.7% | -85.0% |
| 5Y | -94.8% | +55.5% | -150.3% | -96.2% |
| All | -93.4% | +56.8% | -150.2% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling