+124.8%
WFC vs HTZ
-89.5%
+214.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | +3.8% | +7.5% | -3.7% | +3.2% |
| 30D | +1.5% | +47.4% | -46.0% | -2.4% |
| 3M | +10.9% | -54.9% | +65.8% | +16.0% |
| 6M | +8.4% | -47.0% | +55.4% | +11.0% |
| YTD | -1.9% | -55.3% | +53.4% | +1.7% |
| 1Y | +12.3% | -57.6% | +70.0% | +15.8% |
| 3Y | +132.3% | -86.6% | +218.9% | +165.5% |
| 5Y | +130.1% | -86.1% | +216.2% | +149.4% |
| All | +124.8% | -89.5% | +214.3% | +165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling