-93.4%
HTZ vs WY
-22.0%
-71.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.6% | -20.2% | -20.4% |
| 7D | -7.7% | +9.5% | -17.3% | -14.2% |
| 30D | -13.1% | +16.3% | -29.4% | -23.3% |
| 3M | +14.7% | -15.5% | +30.3% | +30.3% |
| 6M | -70.6% | -7.1% | -63.5% | -70.4% |
| YTD | -65.2% | -6.3% | -58.9% | -65.4% |
| 1Y | -73.2% | -0.3% | -72.9% | -74.9% |
| 3Y | -80.8% | -23.5% | -57.3% | -76.5% |
| 5Y | -94.8% | -31.1% | -63.7% | -93.1% |
| All | -93.4% | -22.0% | -71.4% | -91.9% |
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