+33.5%
SHW vs HTZ
-93.2%
+126.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | 0.0% |
| 7D | +1.9% | -8.5% | +10.5% | +2.4% |
| 30D | +8.1% | -18.9% | +27.0% | +9.3% |
| 3M | -2.8% | -36.0% | +33.3% | -0.5% |
| 6M | +15.0% | -74.6% | +89.6% | +23.1% |
| YTD | +9.0% | -70.8% | +79.8% | +14.8% |
| 1Y | +4.5% | -75.3% | +79.8% | +11.1% |
| 3Y | +41.9% | -81.6% | +123.4% | +47.5% |
| 5Y | +10.7% | -94.4% | +105.2% | +26.3% |
| All | +33.5% | -93.2% | +126.7% | +53.5% |
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