-91.5%
HTZ vs WSM
+211.7%
-303.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.6% |
| 7D | +7.5% | -3.3% | +10.7% | +8.7% |
| 30D | +47.4% | -8.4% | +55.8% | +51.9% |
| 3M | -54.9% | +9.7% | -64.6% | -57.1% |
| 6M | -47.0% | +16.7% | -63.7% | -50.6% |
| YTD | -55.3% | +28.7% | -83.9% | -59.6% |
| 1Y | -57.6% | +13.7% | -71.3% | -60.2% |
| 3Y | -86.6% | +230.1% | -316.7% | -92.0% |
| 5Y | -86.1% | +179.0% | -265.1% | -92.0% |
| All | -91.5% | +211.7% | -303.1% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling