-86.5%
HTZ vs WAT
+46.1%
-132.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +45.9% |
| 3M | -54.9% | +8.7% | -63.6% | -57.5% |
| 6M | -47.0% | +28.3% | -75.3% | -54.9% |
| YTD | -55.3% | +7.8% | -63.0% | -58.2% |
| 1Y | -57.6% | +36.6% | -94.2% | -64.9% |
| All | -86.5% | +46.1% | -132.7% | -89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling