+19.6%
SW vs HTZ
-86.4%
+106.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +1.2% |
| 7D | -5.1% | +7.5% | -12.6% | -5.6% |
| 30D | -4.6% | +47.4% | -52.0% | -7.9% |
| 3M | +9.4% | -54.9% | +64.3% | +13.9% |
| 6M | +3.5% | -47.0% | +50.5% | +5.9% |
| YTD | +22.0% | -55.3% | +77.3% | +26.4% |
| 1Y | +2.2% | -57.6% | +59.9% | +5.5% |
| All | +19.6% | -86.4% | +106.0% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling