-91.6%
HTZ vs WWD
+172.2%
-263.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.9% | +11.1% | +10.1% |
| 7D | +18.9% | +7.3% | +11.6% | +15.0% |
| 30D | +26.3% | -2.0% | +28.2% | +26.8% |
| 3M | +49.7% | -12.6% | +62.2% | +58.3% |
| 6M | -61.1% | -8.4% | -52.7% | -60.1% |
| YTD | -56.0% | +8.2% | -64.3% | -58.4% |
| 1Y | -66.4% | +26.5% | -92.9% | -70.7% |
| 3Y | -75.8% | +152.2% | -228.0% | -86.4% |
| 5Y | -93.1% | +191.4% | -284.5% | -96.5% |
| All | -91.6% | +172.2% | -263.9% | -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