+94.0%
WFC vs HTZ
-95.0%
+189.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.5% | +1.9% |
| 7D | +0.1% | -16.4% | +16.5% | +1.4% |
| 30D | +2.9% | -15.1% | +18.0% | +3.9% |
| 3M | -1.4% | -28.2% | +26.8% | +0.3% |
| 6M | +14.3% | -73.1% | +87.4% | +24.5% |
| YTD | -6.2% | -68.3% | +62.1% | -0.4% |
| 1Y | +1.6% | -75.2% | +76.8% | +10.3% |
| 3Y | +126.9% | -81.1% | +208.0% | +140.9% |
| 5Y | +94.0% | -95.0% | +189.0% | +147.8% |
| All | +94.0% | -95.0% | +189.0% | +147.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling