+534.5%
HWM vs HTZ
-92.6%
+627.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.1% |
| 7D | +1.6% | -16.4% | +18.0% | +2.9% |
| 30D | -3.9% | -15.1% | +11.2% | -3.0% |
| 3M | -23.2% | -28.2% | +5.0% | -21.9% |
| 6M | -20.0% | -73.1% | +53.1% | -12.6% |
| YTD | +5.7% | -68.3% | +74.0% | +12.8% |
| 1Y | +4.9% | -75.2% | +80.1% | +14.3% |
| 3Y | +347.0% | -81.1% | +428.1% | +365.2% |
| 5Y | +563.0% | -95.0% | +658.0% | +726.8% |
| All | +534.5% | -92.6% | +627.1% | +689.7% |
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