-56.5%
KWEB vs HTZ
-90.6%
+34.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | -1.8% |
| 7D | -3.6% | -10.4% | +6.8% | -2.7% |
| 30D | -14.9% | -2.4% | -12.5% | -15.1% |
| 3M | -5.4% | -60.9% | +55.4% | +0.6% |
| 6M | -18.9% | -50.2% | +31.4% | -16.2% |
| YTD | -27.2% | -59.7% | +32.5% | -23.5% |
| 1Y | -34.2% | -66.0% | +31.8% | -30.5% |
| 3Y | +0.6% | -87.1% | +87.7% | +19.5% |
| 5Y | -43.5% | -86.9% | +43.4% | -40.2% |
| All | -56.5% | -90.6% | +34.1% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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