+503.5%
HWM vs HTZ
-92.5%
+596.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.4% | +10.8% | +3.1% |
| 7D | +3.3% | -14.6% | +17.9% | +4.5% |
| 30D | -7.6% | -20.8% | +13.2% | -6.2% |
| 3M | -28.9% | -18.8% | -10.1% | -28.6% |
| 6M | -19.7% | -74.7% | +55.0% | -11.7% |
| YTD | +0.5% | -68.1% | +68.6% | +7.3% |
| 1Y | +0.3% | -73.5% | +73.7% | +8.6% |
| 3Y | +325.8% | -81.8% | +407.7% | +346.8% |
| 5Y | +524.7% | -95.2% | +620.0% | +682.7% |
| All | +503.5% | -92.5% | +596.1% | +650.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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