+125.4%
WFC vs HTZ
-76.0%
+201.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.2% | -7.0% | +1.8% |
| 7D | +4.5% | +18.9% | -14.5% | +3.6% |
| 30D | +7.4% | +26.3% | -18.9% | +5.9% |
| 3M | -0.5% | +49.7% | -50.2% | -3.2% |
| 6M | +11.7% | -61.1% | +72.8% | +15.8% |
| YTD | -4.6% | -56.0% | +51.4% | -2.4% |
| 1Y | +2.5% | -66.4% | +69.0% | +6.4% |
| All | +125.4% | -76.0% | +201.4% | +137.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling