-45.0%
HTZ vs WETO
-99.4%
+54.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -20.8% | +22.1% | +0.8% |
| 7D | +7.5% | -55.4% | +62.9% | +5.8% |
| 30D | +47.4% | -48.5% | +95.9% | +52.3% |
| 3M | -54.9% | -97.5% | +42.6% | -54.0% |
| 6M | -47.0% | -94.2% | +47.2% | -45.8% |
| YTD | -55.3% | -97.0% | +41.8% | -54.5% |
| 1Y | -57.6% | -98.9% | +41.3% | -57.8% |
| All | -45.0% | -99.4% | +54.4% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling