+55.2%
WEC vs HTZ
-92.6%
+147.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +0.2% | -16.4% | +16.6% | +0.5% |
| 30D | +12.9% | -15.1% | +28.0% | +13.2% |
| 3M | +9.8% | -28.2% | +38.0% | +10.2% |
| 6M | +6.7% | -73.1% | +79.8% | +8.7% |
| YTD | +14.0% | -68.3% | +82.3% | +15.5% |
| 1Y | +7.3% | -75.2% | +82.6% | +9.3% |
| 3Y | +63.8% | -81.1% | +144.9% | +65.8% |
| 5Y | +54.8% | -95.0% | +149.8% | +57.9% |
| All | +55.2% | -92.6% | +147.8% | +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