+86.8%
WFC vs HTZ
-95.4%
+182.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.4% | +8.0% | +0.3% |
| 7D | +1.2% | -14.6% | +15.8% | +2.3% |
| 30D | +5.2% | -20.8% | +26.0% | +6.8% |
| 3M | -3.0% | -18.8% | +15.8% | -2.4% |
| 6M | +6.2% | -74.7% | +80.9% | +16.3% |
| YTD | -7.9% | -68.1% | +60.2% | -2.2% |
| 1Y | +0.3% | -73.5% | +73.8% | +8.1% |
| 3Y | +117.7% | -81.8% | +199.6% | +133.2% |
| All | +86.8% | -95.4% | +182.2% | +138.4% |
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 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