+55.0%
WEC vs HTZ
-93.2%
+148.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.0% | +7.9% | 0.0% |
| 7D | +1.4% | -27.5% | +28.9% | +1.9% |
| 30D | +12.8% | -21.9% | +34.7% | +13.2% |
| 3M | +11.2% | -29.2% | +40.5% | +11.7% |
| 6M | +6.6% | -75.2% | +81.8% | +8.8% |
| YTD | +13.8% | -70.8% | +84.6% | +15.5% |
| 1Y | +7.6% | -76.1% | +83.8% | +9.7% |
| 3Y | +62.2% | -82.5% | +144.7% | +64.4% |
| 5Y | +52.0% | -94.1% | +146.1% | +55.7% |
| All | +55.0% | -93.2% | +148.2% | +60.4% |
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