+27.1%
SHW vs HTZ
-89.5%
+116.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | -3.2% | +7.5% | -10.7% | -3.7% |
| 30D | -9.5% | +47.4% | -57.0% | -12.1% |
| 3M | +11.5% | -54.9% | +66.4% | +15.4% |
| 6M | -3.5% | -47.0% | +43.5% | -1.7% |
| YTD | +3.7% | -55.3% | +59.0% | +6.8% |
| 1Y | -7.9% | -57.6% | +49.7% | -5.6% |
| 3Y | +24.7% | -86.6% | +111.3% | +38.3% |
| 5Y | +13.6% | -86.1% | +99.7% | +23.8% |
| All | +27.1% | -89.5% | +116.6% | +42.8% |
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