-54.3%
KWEB vs HTZ
-89.5%
+35.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.9% |
| 7D | -1.0% | +7.5% | -8.5% | -1.6% |
| 30D | -8.7% | +47.4% | -56.2% | -12.5% |
| 3M | -4.0% | -54.9% | +50.9% | +0.9% |
| 6M | -13.1% | -47.0% | +33.9% | -10.7% |
| YTD | -23.5% | -55.3% | +31.8% | -20.3% |
| 1Y | -27.2% | -57.6% | +30.5% | -24.7% |
| 3Y | -2.1% | -86.6% | +84.5% | +17.1% |
| 5Y | -40.8% | -86.1% | +45.3% | -36.9% |
| All | -54.3% | -89.5% | +35.2% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling