-80.2%
HTZ vs WSM
+251.2%
-331.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.2% | -16.5% | -19.3% |
| 7D | -7.7% | -0.5% | -7.3% | -7.2% |
| 30D | -13.1% | +7.1% | -20.2% | -14.6% |
| 3M | +14.7% | +4.5% | +10.3% | +13.5% |
| 6M | -70.6% | +44.4% | -115.0% | -74.4% |
| YTD | -65.2% | +46.8% | -111.9% | -69.5% |
| 1Y | -73.2% | +31.7% | -104.9% | -75.7% |
| All | -80.2% | +251.2% | -331.4% | -90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling