-9.5%
WBD vs HTZ
-89.5%
+80.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -1.8% | +7.5% | -9.3% | -2.9% |
| 30D | +8.8% | +47.4% | -38.7% | +0.8% |
| 3M | +4.6% | -54.9% | +59.5% | +13.8% |
| 6M | +1.1% | -47.0% | +48.1% | +4.8% |
| YTD | -2.0% | -55.3% | +53.3% | +4.3% |
| 1Y | +140.0% | -57.6% | +197.7% | +153.2% |
| 3Y | +144.4% | -86.6% | +231.0% | +202.2% |
| 5Y | -0.2% | -86.1% | +85.9% | +20.5% |
| All | -9.5% | -89.5% | +80.1% | +13.7% |
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