+180.2%
WMB vs HTZ
-94.7%
+275.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -20.8% | +15.5% | -4.6% |
| 7D | -14.2% | -7.7% | -6.5% | -14.0% |
| 30D | -11.2% | -13.1% | +1.9% | -10.9% |
| 3M | -9.9% | +14.7% | -24.6% | -10.9% |
| 6M | -14.4% | -70.6% | +56.3% | -11.3% |
| YTD | +9.2% | -65.2% | +74.4% | +11.9% |
| 1Y | +15.1% | -73.2% | +88.2% | +19.0% |
| 3Y | +99.2% | -80.8% | +180.0% | +106.8% |
| 5Y | +180.2% | -94.8% | +275.0% | +231.7% |
| All | +180.2% | -94.7% | +275.0% | +231.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling