-66.4%
HTZ vs WSM
+44.0%
-110.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.5% | +2.7% | +5.5% |
| 7D | +18.9% | +8.0% | +11.0% | +13.8% |
| 30D | +26.3% | +13.5% | +12.8% | +18.0% |
| 3M | +49.7% | +8.8% | +40.8% | +42.8% |
| 6M | -61.1% | +54.7% | -115.8% | -72.3% |
| YTD | -56.0% | +53.3% | -109.3% | -67.8% |
| 1Y | -66.4% | +41.1% | -107.5% | -73.4% |
| All | -66.4% | +44.0% | -110.4% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling