+214.1%
WMB vs HTZ
-92.6%
+306.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.7% |
| 7D | -6.7% | -16.4% | +9.8% | -6.1% |
| 30D | -8.6% | -15.1% | +6.5% | -8.1% |
| 3M | -4.9% | -28.2% | +23.3% | -4.2% |
| 6M | -6.3% | -73.1% | +66.8% | -2.7% |
| YTD | +13.0% | -68.3% | +81.3% | +16.0% |
| 1Y | +14.9% | -75.2% | +90.2% | +19.1% |
| 3Y | +113.4% | -81.1% | +194.5% | +118.3% |
| 5Y | +190.2% | -95.0% | +285.2% | +223.6% |
| All | +214.1% | -92.6% | +306.7% | +244.7% |
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