-93.4%
HTZ vs WCN
+66.7%
-160.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.1% | -20.7% | -20.8% |
| 7D | -7.7% | +5.3% | -13.1% | -9.7% |
| 30D | -13.1% | +24.0% | -37.1% | -20.8% |
| 3M | +14.7% | +16.8% | -2.0% | +7.5% |
| 6M | -70.6% | +22.1% | -92.7% | -73.6% |
| YTD | -65.2% | +10.0% | -75.2% | -67.0% |
| 1Y | -73.2% | +16.2% | -89.4% | -75.5% |
| 3Y | -80.8% | +46.8% | -127.6% | -85.6% |
| 5Y | -94.8% | +47.6% | -142.4% | -96.3% |
| All | -93.4% | +66.7% | -160.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling