-93.4%
HTZ vs WCN
+67.0%
-160.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.1% | -20.9% | -20.8% |
| 7D | -7.7% | +5.5% | -13.3% | -9.7% |
| 30D | -13.1% | +24.2% | -37.3% | -20.9% |
| 3M | +14.7% | +17.0% | -2.3% | +7.3% |
| 6M | -70.6% | +22.3% | -92.9% | -73.6% |
| YTD | -65.2% | +10.2% | -75.4% | -67.0% |
| 1Y | -73.2% | +16.5% | -89.7% | -75.6% |
| 3Y | -80.8% | +47.1% | -127.9% | -85.6% |
| 5Y | -94.8% | +47.9% | -142.7% | -96.3% |
| All | -93.4% | +67.0% | -160.4% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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