-93.9%
HTZ vs WSM
+249.2%
-343.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.8% | -6.6% | -7.7% |
| 7D | -14.6% | +0.5% | -15.1% | -14.3% |
| 30D | -20.8% | +6.0% | -26.7% | -22.0% |
| 3M | -18.8% | +3.2% | -22.0% | -19.3% |
| 6M | -74.7% | +37.1% | -111.8% | -77.7% |
| YTD | -68.1% | +44.2% | -112.3% | -72.2% |
| 1Y | -73.5% | +34.2% | -107.7% | -76.3% |
| 3Y | -81.8% | +249.3% | -331.1% | -89.3% |
| 5Y | -95.2% | +169.3% | -264.5% | -97.4% |
| All | -93.9% | +249.2% | -343.1% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling