-94.8%
HTZ vs WAB
+207.7%
-302.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.6% | -15.2% | -16.7% |
| 7D | -7.7% | -2.5% | -5.3% | -5.1% |
| 30D | -13.1% | -4.4% | -8.8% | -9.7% |
| 3M | +14.7% | -5.9% | +20.7% | +20.0% |
| 6M | -70.6% | +5.9% | -76.6% | -72.4% |
| YTD | -65.2% | +30.9% | -96.1% | -72.1% |
| 1Y | -73.2% | +35.8% | -109.0% | -79.0% |
| 3Y | -80.8% | +154.0% | -234.8% | -91.1% |
| 5Y | -94.8% | +203.9% | -298.7% | -98.0% |
| All | -94.8% | +207.7% | -302.5% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling