+118.4%
WFC vs HTZ
-89.7%
+208.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.2% | -7.0% | +1.5% |
| 7D | +4.5% | +18.9% | -14.5% | +3.1% |
| 30D | +7.4% | +26.3% | -18.9% | +5.1% |
| 3M | -0.5% | +49.7% | -50.2% | -4.7% |
| 6M | +11.7% | -61.1% | +72.8% | +17.9% |
| YTD | -4.6% | -56.0% | +51.4% | -1.3% |
| 1Y | +2.5% | -66.4% | +69.0% | +8.5% |
| 3Y | +123.9% | -75.8% | +199.7% | +132.2% |
| 5Y | +94.3% | -93.1% | +187.4% | +125.9% |
| All | +118.4% | -89.7% | +208.1% | +157.3% |
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