-19.2%
WDAY vs HTZ
-92.6%
+73.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | -4.0% | -16.4% | +12.4% | -3.3% |
| 30D | +1.9% | -15.1% | +17.0% | +2.5% |
| 3M | +5.9% | -28.2% | +34.1% | +6.6% |
| 6M | +48.8% | -73.1% | +121.9% | +57.3% |
| YTD | -11.4% | -68.3% | +56.8% | -8.3% |
| 1Y | -15.5% | -75.2% | +59.7% | -11.0% |
| 3Y | -15.6% | -81.1% | +65.5% | -14.0% |
| 5Y | -35.2% | -95.0% | +59.8% | -23.8% |
| All | -19.2% | -92.6% | +73.4% | -5.6% |
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