+526.2%
HWM vs HTZ
-89.7%
+616.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +9.2% | -13.5% | -5.0% |
| 7D | +9.4% | +18.9% | -9.5% | +7.8% |
| 30D | -7.0% | +26.3% | -33.2% | -9.1% |
| 3M | -25.9% | +49.7% | -75.5% | -29.5% |
| 6M | -10.8% | -61.1% | +50.3% | -5.4% |
| YTD | +4.3% | -56.0% | +60.4% | +8.6% |
| 1Y | +4.4% | -66.4% | +70.8% | +11.1% |
| 3Y | +348.8% | -75.8% | +424.6% | +362.4% |
| 5Y | +598.5% | -93.1% | +691.5% | +749.5% |
| All | +526.2% | -89.7% | +616.0% | +659.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling