-63.2%
HTZ vs WETO
-99.8%
+36.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.4% | -2.7% | -6.2% |
| 7D | -14.0% | -25.4% | +11.4% | -14.3% |
| 30D | -19.8% | -35.8% | +16.0% | -20.2% |
| 3M | -45.0% | -84.6% | +39.6% | -44.2% |
| 6M | -73.2% | -98.8% | +25.6% | -73.1% |
| YTD | -70.0% | -99.3% | +29.2% | -70.2% |
| 1Y | -75.7% | -99.4% | +23.7% | -75.9% |
| All | -63.2% | -99.8% | +36.7% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling