-59.8%
KWEB vs HTZ
-93.0%
+33.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.1% | +2.9% | -2.7% |
| 7D | -7.5% | -14.0% | +6.5% | -6.4% |
| 30D | -7.3% | -19.8% | +12.5% | -6.2% |
| 3M | -16.8% | -45.0% | +28.2% | -13.4% |
| 6M | -21.4% | -73.2% | +51.8% | -14.3% |
| YTD | -32.7% | -70.0% | +37.3% | -28.1% |
| 1Y | -38.2% | -75.7% | +37.5% | -32.7% |
| 3Y | -4.8% | -82.1% | +77.2% | +1.0% |
| 5Y | -47.1% | -94.3% | +47.1% | -33.0% |
| All | -59.8% | -93.0% | +33.2% | -50.6% |
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