-2.4%
HWM vs HTZ
-72.5%
+70.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -20.8% | +14.9% | -4.9% |
| 7D | -2.4% | -7.7% | +5.3% | -2.0% |
| 30D | -13.3% | -13.1% | -0.1% | -12.7% |
| 3M | -31.0% | +14.7% | -45.8% | -32.6% |
| 6M | -17.1% | -70.6% | +53.5% | -9.0% |
| YTD | -1.9% | -65.2% | +63.3% | +4.5% |
| 1Y | -2.4% | -73.2% | +70.8% | +5.5% |
| All | -2.4% | -72.5% | +70.0% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling