+55.6%
WEC vs HTZ
-93.0%
+148.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.1% | +6.1% | +0.1% |
| 7D | -0.7% | -14.0% | +13.3% | -0.5% |
| 30D | +11.0% | -19.8% | +30.8% | +11.3% |
| 3M | +8.6% | -45.0% | +53.6% | +9.5% |
| 6M | +6.2% | -73.2% | +79.4% | +8.1% |
| YTD | +14.3% | -70.0% | +84.3% | +15.9% |
| 1Y | +8.4% | -75.7% | +84.1% | +10.4% |
| 3Y | +62.9% | -82.1% | +144.9% | +65.0% |
| 5Y | +55.8% | -94.3% | +150.1% | +59.4% |
| All | +55.6% | -93.0% | +148.6% | +60.9% |
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