-93.9%
HTZ vs WY
-24.4%
-69.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -3.0% | -5.4% | -6.0% |
| 7D | -14.6% | +3.1% | -17.7% | -16.5% |
| 30D | -20.8% | +13.0% | -33.8% | -28.4% |
| 3M | -18.8% | -16.8% | -2.0% | -6.3% |
| 6M | -74.7% | -11.2% | -63.5% | -73.5% |
| YTD | -68.1% | -9.1% | -59.0% | -67.5% |
| 1Y | -73.5% | -4.8% | -68.7% | -74.1% |
| 3Y | -81.8% | -25.3% | -56.5% | -77.3% |
| 5Y | -95.2% | -33.2% | -62.1% | -93.5% |
| All | -93.9% | -24.4% | -69.6% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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