-93.1%
HTZ vs WAT
+34.4%
-127.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.7% | +7.5% | +8.3% |
| 7D | +18.9% | -1.9% | +20.9% | +20.2% |
| 30D | +26.3% | +6.2% | +20.0% | +22.1% |
| 3M | +49.7% | +18.1% | +31.6% | +36.7% |
| 6M | -61.1% | +54.9% | -116.0% | -70.3% |
| YTD | -56.0% | +23.1% | -79.1% | -61.8% |
| 1Y | -66.4% | +27.3% | -93.7% | -71.3% |
| 3Y | -75.8% | +79.5% | -155.3% | -83.3% |
| 5Y | -93.1% | +35.0% | -128.0% | -94.6% |
| All | -93.1% | +34.4% | -127.5% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling