+660.3%
HWM vs HTZ
-89.5%
+749.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -2.1% | +7.5% | -9.6% | -2.8% |
| 30D | -11.0% | +47.4% | -58.4% | -14.9% |
| 3M | +4.0% | -54.9% | +58.9% | +9.3% |
| 6M | -0.2% | -47.0% | +46.8% | +2.6% |
| YTD | +26.7% | -55.3% | +81.9% | +32.0% |
| 1Y | +44.7% | -57.6% | +102.4% | +50.0% |
| 3Y | +426.1% | -86.6% | +512.7% | +510.5% |
| 5Y | +738.5% | -86.1% | +824.6% | +851.3% |
| All | +660.3% | -89.5% | +749.8% | +824.0% |
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