-19.1%
WDAY vs HTZ
-93.0%
+73.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.8% | 0.0% |
| 7D | -4.8% | -14.0% | +9.2% | -4.1% |
| 30D | +2.5% | -19.8% | +22.3% | +3.3% |
| 3M | +8.8% | -45.0% | +53.8% | +11.2% |
| 6M | +60.7% | -73.2% | +133.9% | +69.7% |
| YTD | -11.2% | -70.0% | +58.8% | -7.9% |
| 1Y | -15.6% | -75.7% | +60.1% | -11.1% |
| 3Y | -17.1% | -82.1% | +64.9% | -15.4% |
| 5Y | -35.7% | -94.3% | +58.6% | -24.4% |
| All | -19.1% | -93.0% | +73.9% | -5.2% |
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