+34.6%
ITW vs HTZ
-90.1%
+124.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | -0.2% |
| 7D | -0.4% | -2.5% | +2.0% | -0.3% |
| 30D | -9.4% | -3.7% | -5.7% | -9.5% |
| 3M | +7.1% | -57.0% | +64.1% | +11.6% |
| 6M | -1.9% | -47.0% | +45.1% | 0.0% |
| YTD | +10.4% | -57.5% | +67.9% | +14.3% |
| 1Y | +3.3% | -63.5% | +66.8% | +7.2% |
| 3Y | +21.0% | -86.3% | +107.4% | +32.8% |
| 5Y | +36.3% | -86.8% | +123.1% | +48.7% |
| All | +34.6% | -90.1% | +124.7% | +50.7% |
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