-93.9%
HTZ vs WPM
+223.3%
-317.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +2.9% | -11.3% | -9.2% |
| 7D | -14.6% | +16.9% | -31.5% | -18.6% |
| 30D | -20.8% | +2.0% | -22.7% | -21.7% |
| 3M | -18.8% | +8.9% | -27.7% | -21.2% |
| 6M | -74.7% | +1.6% | -76.3% | -75.0% |
| YTD | -68.1% | +16.5% | -84.6% | -69.7% |
| 1Y | -73.5% | +42.2% | -115.7% | -75.8% |
| 3Y | -81.8% | +213.3% | -295.1% | -86.6% |
| 5Y | -95.2% | +249.9% | -345.2% | -96.6% |
| All | -93.9% | +223.3% | -317.2% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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