-91.6%
HTZ vs WTW
+57.2%
-148.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.0% | +6.2% | +8.1% |
| 7D | +18.9% | +4.9% | +14.1% | +17.1% |
| 30D | +26.3% | +17.1% | +9.2% | +19.6% |
| 3M | +49.7% | -0.3% | +50.0% | +50.0% |
| 6M | -61.1% | +30.7% | -91.8% | -65.1% |
| YTD | -56.0% | +3.7% | -59.8% | -56.6% |
| 1Y | -66.4% | +5.9% | -72.3% | -67.3% |
| 3Y | -75.8% | +48.2% | -124.0% | -81.1% |
| 5Y | -93.1% | +56.1% | -149.2% | -94.9% |
| All | -91.6% | +57.2% | -148.8% | -93.8% |
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 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