-18.1%
WDAY vs HTZ
-92.5%
+74.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.4% | +4.7% | -3.2% |
| 7D | -2.5% | -14.6% | +12.1% | -1.9% |
| 30D | +4.7% | -20.8% | +25.5% | +5.6% |
| 3M | +13.3% | -18.8% | +32.1% | +13.3% |
| 6M | +57.3% | -74.7% | +132.0% | +67.0% |
| YTD | -10.2% | -68.1% | +57.9% | -7.0% |
| 1Y | -14.1% | -73.5% | +59.4% | -9.9% |
| 3Y | -11.7% | -81.8% | +70.1% | -9.2% |
| 5Y | -33.5% | -95.2% | +61.8% | -21.7% |
| All | -18.1% | -92.5% | +74.5% | -4.3% |
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 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