+36.3%
SHW vs HTZ
-92.6%
+128.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.1% |
| 7D | +1.6% | -16.4% | +18.0% | +2.6% |
| 30D | +12.1% | -15.1% | +27.2% | +13.0% |
| 3M | -3.0% | -28.2% | +25.2% | -1.6% |
| 6M | +13.5% | -73.1% | +86.6% | +21.1% |
| YTD | +11.2% | -68.3% | +79.5% | +16.6% |
| 1Y | +6.2% | -75.2% | +81.5% | +13.0% |
| 3Y | +45.6% | -81.1% | +126.8% | +51.9% |
| 5Y | +15.6% | -95.0% | +110.6% | +31.5% |
| All | +36.3% | -92.6% | +128.9% | +56.0% |
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 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