-93.4%
HTZ vs WAT
+30.9%
-124.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.1% | -17.7% | -19.1% |
| 7D | -7.7% | -5.6% | -2.1% | -4.5% |
| 30D | -13.1% | +3.8% | -16.9% | -14.4% |
| 3M | +14.7% | +13.3% | +1.5% | +8.0% |
| 6M | -70.6% | +32.2% | -102.8% | -75.0% |
| YTD | -65.2% | +19.3% | -84.5% | -68.9% |
| 1Y | -73.2% | +21.8% | -95.0% | -76.3% |
| 3Y | -80.8% | +73.9% | -154.7% | -86.1% |
| 5Y | -94.8% | +32.1% | -126.9% | -95.9% |
| All | -93.4% | +30.9% | -124.3% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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