-94.4%
HTZ vs WU
-53.1%
-41.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.2% | -9.1% | -8.4% |
| 7D | -27.5% | +11.0% | -38.6% | -30.8% |
| 30D | -21.9% | +13.4% | -35.3% | -26.0% |
| 3M | -29.2% | +2.2% | -31.5% | -30.5% |
| 6M | -75.2% | -18.2% | -57.0% | -73.8% |
| YTD | -70.8% | -18.3% | -52.5% | -69.2% |
| 1Y | -76.1% | -12.2% | -63.9% | -75.7% |
| 3Y | -82.5% | -20.8% | -61.7% | -81.5% |
| 5Y | -94.1% | -42.6% | -51.5% | -93.0% |
| All | -94.4% | -53.1% | -41.4% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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