-64.1%
HTZ vs WETO
-99.9%
+35.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -2.6% |
| 7D | -8.5% | -39.7% | +31.2% | -9.4% |
| 30D | -18.9% | -26.7% | +7.8% | -19.1% |
| 3M | -36.0% | -83.1% | +47.1% | -35.0% |
| 6M | -74.6% | -98.8% | +24.2% | -74.5% |
| YTD | -70.8% | -99.3% | +28.5% | -71.0% |
| 1Y | -75.3% | -99.4% | +24.1% | -75.5% |
| All | -64.1% | -99.9% | +35.7% | -63.5% |
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