-91.6%
HTZ vs WY
-21.6%
-70.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.6% | +3.5% | +4.8% |
| 7D | +18.9% | +13.3% | +5.6% | +7.5% |
| 30D | +26.3% | +17.6% | +8.6% | +10.3% |
| 3M | +49.7% | -15.0% | +64.7% | +68.9% |
| 6M | -61.1% | -5.9% | -55.2% | -61.3% |
| YTD | -56.0% | -5.7% | -50.3% | -56.6% |
| 1Y | -66.4% | -0.2% | -66.2% | -68.6% |
| 3Y | -75.8% | -23.1% | -52.7% | -70.5% |
| 5Y | -93.1% | -30.4% | -62.7% | -90.8% |
| All | -91.6% | -21.6% | -70.0% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling