-61.0%
HTZ vs WETO
-99.8%
+38.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -22.4% | +21.8% | -1.1% |
| 7D | -16.4% | -11.9% | -4.5% | -16.5% |
| 30D | -15.1% | -26.0% | +10.9% | -15.3% |
| 3M | -28.2% | -84.2% | +56.0% | -27.1% |
| 6M | -73.1% | -98.3% | +25.3% | -72.9% |
| YTD | -68.3% | -99.1% | +30.8% | -68.3% |
| 1Y | -75.2% | -99.3% | +24.0% | -75.3% |
| All | -61.0% | -99.8% | +38.8% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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