+31.0%
SHW vs HTZ
-92.5%
+123.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +7.0% | -0.9% |
| 7D | +3.5% | -14.6% | +18.0% | +4.4% |
| 30D | +9.2% | -20.8% | +30.0% | +10.6% |
| 3M | -5.1% | -18.8% | +13.7% | -4.5% |
| 6M | +6.8% | -74.7% | +81.5% | +14.5% |
| YTD | +7.0% | -68.1% | +75.0% | +12.1% |
| 1Y | +4.1% | -73.5% | +77.6% | +10.3% |
| 3Y | +41.1% | -81.8% | +122.9% | +47.8% |
| 5Y | +12.9% | -95.2% | +108.1% | +28.5% |
| All | +31.0% | -92.5% | +123.6% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling