-4.1%
SW vs HTZ
-89.7%
+85.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.2% | -5.1% | +3.4% |
| 7D | +12.1% | +18.9% | -6.9% | +10.6% |
| 30D | +6.6% | +26.3% | -19.7% | +4.5% |
| 3M | -6.0% | +49.7% | -55.7% | -9.7% |
| 6M | +21.5% | -61.1% | +82.6% | +27.7% |
| YTD | +20.3% | -56.0% | +76.4% | +24.5% |
| 1Y | +28.1% | -66.4% | +94.6% | +35.0% |
| 3Y | +51.6% | -75.8% | +127.4% | +54.1% |
| 5Y | -0.1% | -93.1% | +92.9% | +5.5% |
| All | -4.1% | -89.7% | +85.6% | +0.7% |
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