+402.1%
WDC vs HTZ
-91.9%
+494.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -20.8% | +3.4% | -15.1% |
| 7D | -32.3% | -7.7% | -24.6% | -31.6% |
| 30D | -34.9% | -13.1% | -21.8% | -33.9% |
| 3M | -48.4% | +14.7% | -63.2% | -50.4% |
| 6M | -42.4% | -70.6% | +28.2% | -35.3% |
| YTD | +55.5% | -65.2% | +120.7% | +69.7% |
| 1Y | +67.5% | -73.2% | +140.7% | +87.5% |
| 3Y | +727.3% | -80.8% | +808.1% | +807.0% |
| 5Y | +533.3% | -94.8% | +628.1% | +720.6% |
| All | +402.1% | -91.9% | +494.0% | +530.7% |
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 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