-14.3%
WDAY vs HTZ
-89.7%
+75.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.2% | -7.2% | +1.5% |
| 7D | -1.2% | +18.9% | -20.2% | -2.1% |
| 30D | +6.8% | +26.3% | -19.4% | +5.5% |
| 3M | +17.8% | +49.7% | -31.8% | +14.0% |
| 6M | +57.8% | -61.1% | +118.9% | +63.8% |
| YTD | -6.0% | -56.0% | +50.0% | -4.1% |
| 1Y | -13.5% | -66.4% | +52.9% | -10.0% |
| 3Y | -7.6% | -75.8% | +68.2% | -5.7% |
| 5Y | -30.5% | -93.1% | +62.6% | -19.5% |
| All | -14.3% | -89.7% | +75.4% | -1.3% |
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