+90.7%
WFC vs HTZ
-94.4%
+185.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.6% |
| 7D | +2.5% | -8.5% | +11.1% | +3.2% |
| 30D | +7.0% | -18.9% | +25.9% | +8.4% |
| 3M | -1.8% | -36.0% | +34.3% | +1.2% |
| 6M | +18.4% | -74.6% | +93.0% | +29.7% |
| YTD | -5.6% | -70.8% | +65.2% | +1.0% |
| 1Y | +3.9% | -75.3% | +79.2% | +12.8% |
| 3Y | +126.3% | -81.6% | +207.9% | +139.7% |
| All | +90.7% | -94.4% | +185.1% | +150.0% |
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