+443.7%
WDC vs HTZ
-92.6%
+536.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.5% | +9.9% |
| 7D | -14.4% | -16.4% | +2.0% | -12.6% |
| 30D | -27.1% | -15.1% | -12.0% | -25.7% |
| 3M | -33.3% | -28.2% | -5.1% | -31.6% |
| 6M | -39.6% | -73.1% | +33.5% | -31.5% |
| YTD | +68.4% | -68.3% | +136.7% | +85.5% |
| 1Y | +78.2% | -75.2% | +153.4% | +101.3% |
| 3Y | +772.0% | -81.1% | +853.2% | +850.1% |
| 5Y | +584.9% | -95.0% | +679.9% | +793.2% |
| All | +443.7% | -92.6% | +536.3% | +589.7% |
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