+44.6%
ITW vs HTZ
-92.6%
+137.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.1% |
| 7D | -1.1% | -16.4% | +15.3% | -0.2% |
| 30D | +8.6% | -15.1% | +23.7% | +9.4% |
| 3M | -2.7% | -28.2% | +25.5% | -1.4% |
| 6M | +14.0% | -73.1% | +87.0% | +22.0% |
| YTD | +18.6% | -68.3% | +86.9% | +24.6% |
| 1Y | +19.8% | -75.2% | +95.0% | +27.9% |
| 3Y | +34.8% | -81.1% | +115.9% | +40.3% |
| 5Y | +37.5% | -95.0% | +132.5% | +56.2% |
| All | +44.6% | -92.6% | +137.2% | +64.3% |
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