-91.5%
HTZ vs WWD
+188.8%
-280.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +0.8% |
| 7D | +7.5% | +1.3% | +6.2% | +6.8% |
| 30D | +47.4% | -7.2% | +54.6% | +52.3% |
| 3M | -54.9% | -3.8% | -51.1% | -54.6% |
| 6M | -47.0% | -9.9% | -37.1% | -44.9% |
| YTD | -55.3% | +14.8% | -70.1% | -58.6% |
| 1Y | -57.6% | +42.1% | -99.7% | -65.1% |
| 3Y | -86.6% | +170.8% | -257.4% | -92.7% |
| 5Y | -86.1% | +197.5% | -283.6% | -93.2% |
| All | -91.5% | +188.8% | -280.3% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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