+67.7%
WM vs HTZ
-89.5%
+157.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.6% | -1.2% |
| 7D | -0.3% | +7.5% | -7.8% | -0.4% |
| 30D | -2.4% | +47.4% | -49.8% | -2.9% |
| 3M | +0.4% | -54.9% | +55.3% | +1.0% |
| 6M | -9.5% | -47.0% | +37.5% | -9.4% |
| YTD | +0.5% | -55.3% | +55.8% | +0.9% |
| 1Y | -1.1% | -57.6% | +56.6% | -0.8% |
| 3Y | +46.0% | -86.6% | +132.6% | +51.2% |
| 5Y | +51.8% | -86.1% | +137.9% | +55.8% |
| All | +67.7% | -89.5% | +157.3% | +74.8% |
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 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