-42.1%
KWEB vs HTZ
-87.1%
+45.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.7% |
| 7D | -5.6% | -11.3% | +5.7% | -4.7% |
| 30D | -10.7% | -27.1% | +16.5% | -8.7% |
| 3M | -7.4% | -59.5% | +52.1% | -2.3% |
| 6M | -19.3% | -50.5% | +31.2% | -16.8% |
| YTD | -27.8% | -60.3% | +32.6% | -24.3% |
| 1Y | -35.9% | -67.1% | +31.2% | -32.4% |
| 3Y | -1.9% | -87.4% | +85.5% | +16.0% |
| All | -42.1% | -87.1% | +45.0% | -29.9% |
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