-57.8%
KWEB vs HTZ
-93.2%
+35.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.0% | +6.9% | -0.4% |
| 7D | +3.4% | -27.5% | +30.9% | +5.7% |
| 30D | -3.5% | -21.9% | +18.4% | -2.1% |
| 3M | -17.4% | -29.2% | +11.9% | -16.0% |
| 6M | -18.6% | -75.2% | +56.6% | -10.6% |
| YTD | -29.3% | -70.8% | +41.5% | -24.3% |
| 1Y | -35.9% | -76.1% | +40.2% | -30.1% |
| 3Y | -0.1% | -82.5% | +82.5% | +6.3% |
| 5Y | -41.2% | -94.1% | +52.9% | -25.6% |
| All | -57.8% | -93.2% | +35.4% | -48.0% |
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