-91.6%
HTZ vs WU
-55.4%
-36.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.4% | +3.7% | +7.0% |
| 7D | +18.9% | +8.2% | +10.7% | +15.4% |
| 30D | +26.3% | +8.0% | +18.2% | +22.5% |
| 3M | +49.7% | -6.6% | +56.3% | +53.0% |
| 6M | -61.1% | -23.3% | -37.8% | -57.5% |
| YTD | -56.0% | -22.4% | -33.6% | -52.4% |
| 1Y | -66.4% | -18.0% | -48.4% | -64.7% |
| 3Y | -75.8% | -24.7% | -51.0% | -73.6% |
| 5Y | -93.1% | -43.4% | -49.7% | -91.7% |
| All | -91.6% | -55.4% | -36.2% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling