+202.9%
WMB vs HTZ
-92.5%
+295.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.4% | +8.1% | 0.0% |
| 7D | -13.8% | -14.6% | +0.8% | -13.4% |
| 30D | -10.3% | -20.8% | +10.4% | -9.7% |
| 3M | -10.1% | -18.8% | +8.8% | -9.8% |
| 6M | -11.8% | -74.7% | +62.8% | -8.3% |
| YTD | +8.9% | -68.1% | +77.0% | +11.9% |
| 1Y | +14.0% | -73.5% | +87.4% | +17.8% |
| 3Y | +100.5% | -81.8% | +182.3% | +106.0% |
| 5Y | +179.5% | -95.2% | +274.7% | +212.2% |
| All | +202.9% | -92.5% | +295.4% | +232.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling