-16.9%
WDAY vs HTZ
-89.5%
+72.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.4% |
| 7D | -4.4% | +7.5% | -11.8% | -4.7% |
| 30D | +14.7% | +47.4% | -32.7% | +11.3% |
| 3M | +32.4% | -54.9% | +87.3% | +36.6% |
| 6M | +36.9% | -47.0% | +83.9% | +38.2% |
| YTD | -8.8% | -55.3% | +46.4% | -6.9% |
| 1Y | -15.3% | -57.6% | +42.4% | -13.9% |
| 3Y | -21.2% | -86.6% | +65.4% | -10.0% |
| 5Y | -29.5% | -86.1% | +56.6% | -19.1% |
| All | -16.9% | -89.5% | +72.7% | -4.1% |
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