-91.6%
HTZ vs WAB
+265.7%
-357.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.1% | +8.1% | +8.4% |
| 7D | +18.9% | +4.5% | +14.4% | +15.4% |
| 30D | +26.3% | +1.1% | +25.2% | +25.0% |
| 3M | +49.7% | -1.3% | +50.9% | +49.7% |
| 6M | -61.1% | +12.7% | -73.8% | -65.3% |
| YTD | -56.0% | +38.7% | -94.7% | -66.4% |
| 1Y | -66.4% | +44.9% | -111.4% | -75.1% |
| 3Y | -75.8% | +169.0% | -244.8% | -89.2% |
| 5Y | -93.1% | +229.7% | -322.8% | -97.4% |
| All | -91.6% | +265.7% | -357.3% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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