+228.2%
WMB vs HTZ
-93.0%
+321.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.1% | +6.9% | +1.0% |
| 7D | +8.1% | -14.0% | +22.0% | +8.6% |
| 30D | -6.9% | -19.8% | +12.9% | -6.3% |
| 3M | -5.1% | -45.0% | +39.9% | -3.4% |
| 6M | -5.7% | -73.2% | +67.5% | -2.2% |
| YTD | +18.1% | -70.0% | +88.1% | +21.4% |
| 1Y | +18.4% | -75.7% | +94.1% | +22.7% |
| 3Y | +122.7% | -82.1% | +204.8% | +128.1% |
| 5Y | +202.0% | -94.3% | +296.3% | +235.4% |
| All | +228.2% | -93.0% | +321.2% | +260.8% |
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 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