+394.9%
WDC vs HTZ
-92.5%
+487.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +6.9% | -0.5% |
| 7D | -28.0% | -14.6% | -13.4% | -26.6% |
| 30D | -34.9% | -20.8% | -14.2% | -33.3% |
| 3M | -41.6% | -18.8% | -22.7% | -41.0% |
| 6M | -45.4% | -74.7% | +29.3% | -37.6% |
| YTD | +53.3% | -68.1% | +121.4% | +68.8% |
| 1Y | +61.5% | -73.5% | +135.0% | +81.0% |
| 3Y | +712.3% | -81.8% | +794.2% | +792.6% |
| 5Y | +524.2% | -95.2% | +619.5% | +716.4% |
| All | +394.9% | -92.5% | +487.5% | +527.5% |
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