+188.8%
WMT vs HTZ
-92.5%
+281.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.4% | +6.7% | -1.5% |
| 7D | +1.6% | -14.6% | +16.2% | +1.9% |
| 30D | +16.1% | -20.8% | +36.8% | +16.5% |
| 3M | +12.3% | -18.8% | +31.1% | +12.6% |
| 6M | -3.1% | -74.7% | +71.6% | -0.8% |
| YTD | +13.4% | -68.1% | +81.5% | +15.1% |
| 1Y | +24.5% | -73.5% | +98.0% | +26.9% |
| 3Y | +135.7% | -81.8% | +217.5% | +139.5% |
| 5Y | +166.8% | -95.2% | +262.1% | +179.8% |
| All | +188.8% | -92.5% | +281.3% | +200.5% |
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