-91.5%
HTZ vs WAT
+18.3%
-109.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.9% |
| 7D | +7.5% | -1.3% | +8.8% | +8.2% |
| 30D | +47.4% | +2.3% | +45.1% | +46.0% |
| 3M | -54.9% | +8.7% | -63.6% | -57.3% |
| 6M | -47.0% | +28.3% | -75.3% | -54.3% |
| YTD | -55.3% | +7.8% | -63.0% | -58.0% |
| 1Y | -57.6% | +36.6% | -94.2% | -64.4% |
| 3Y | -86.6% | +45.7% | -132.3% | -89.4% |
| 5Y | -86.1% | -3.3% | -82.8% | -88.7% |
| All | -91.5% | +18.3% | -109.8% | -93.8% |
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