-76.2%
HTZ vs WOLF
+45.1%
-121.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.8% | -10.4% | -2.3% |
| 7D | -16.4% | +25.3% | -41.7% | -19.7% |
| 30D | -15.1% | -14.7% | -0.4% | -13.5% |
| 3M | -28.2% | -20.5% | -7.7% | -26.6% |
| 6M | -73.1% | -43.9% | -29.1% | -71.8% |
| YTD | -68.3% | +50.0% | -118.3% | -70.1% |
| 1Y | -75.2% | +45.5% | -120.7% | -76.7% |
| All | -76.2% | +45.1% | -121.3% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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