-39.2%
KWEB vs HTZ
-95.0%
+55.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | +4.1% | -16.4% | +20.5% | +5.3% |
| 30D | -2.5% | -15.1% | +12.6% | -1.7% |
| 3M | -15.2% | -28.2% | +13.0% | -13.8% |
| 6M | -17.7% | -73.1% | +55.3% | -10.3% |
| YTD | -28.6% | -68.3% | +39.7% | -24.0% |
| 1Y | -33.8% | -75.2% | +41.4% | -28.0% |
| 3Y | +1.2% | -81.1% | +82.3% | +8.6% |
| 5Y | -39.2% | -95.0% | +55.8% | -19.8% |
| All | -39.2% | -95.0% | +55.8% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling