-74.3%
HTZ vs WAB
+46.1%
-120.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.2% | +9.1% | +9.2% |
| 7D | -27.4% | +3.1% | -30.6% | -28.5% |
| 30D | -11.4% | +6.4% | -17.8% | -14.4% |
| 3M | -33.1% | +2.2% | -35.2% | -34.0% |
| 6M | -73.5% | +13.7% | -87.2% | -76.8% |
| YTD | -68.1% | +43.0% | -111.1% | -79.8% |
| 1Y | -74.3% | +47.0% | -121.3% | -84.2% |
| All | -74.3% | +46.1% | -120.4% | -84.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling