-91.5%
HTZ vs WY
-17.0%
-74.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.6% |
| 7D | +7.5% | -1.7% | +9.2% | +8.9% |
| 30D | +47.4% | -10.1% | +57.5% | +60.1% |
| 3M | -54.9% | -5.1% | -49.8% | -54.8% |
| 6M | -47.0% | -4.8% | -42.2% | -47.1% |
| YTD | -55.3% | -0.2% | -55.0% | -57.5% |
| 1Y | -57.6% | -6.6% | -51.0% | -57.5% |
| 3Y | -86.6% | -22.7% | -63.9% | -83.7% |
| 5Y | -86.1% | -22.2% | -63.9% | -82.9% |
| All | -91.5% | -17.0% | -74.5% | -90.1% |
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