+33.1%
ITW vs HTZ
-82.4%
+115.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.4% |
| 7D | +2.3% | -8.5% | +10.9% | +2.7% |
| 30D | +6.7% | -18.9% | +25.6% | +7.5% |
| 3M | -0.5% | -36.0% | +35.5% | +1.1% |
| 6M | +16.4% | -74.6% | +91.0% | +22.9% |
| YTD | +19.0% | -70.8% | +89.8% | +23.9% |
| 1Y | +20.2% | -75.3% | +95.5% | +26.2% |
| 3Y | +33.1% | -81.6% | +114.7% | +41.2% |
| All | +33.1% | -82.4% | +115.4% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling