-86.5%
HTZ vs WAB
+153.4%
-240.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.8% |
| 7D | +7.5% | -3.2% | +10.7% | +9.7% |
| 30D | +47.4% | -4.4% | +51.9% | +51.3% |
| 3M | -54.9% | +7.9% | -62.8% | -58.4% |
| 6M | -47.0% | +8.7% | -55.7% | -51.2% |
| YTD | -55.3% | +33.0% | -88.2% | -64.4% |
| 1Y | -57.6% | +46.7% | -104.3% | -68.6% |
| All | -86.5% | +153.4% | -240.0% | -94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling