-93.4%
HTZ vs WSM
+255.5%
-348.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.2% | -16.5% | -19.2% |
| 7D | -7.7% | -0.5% | -7.3% | -7.2% |
| 30D | -13.1% | +7.1% | -20.2% | -14.8% |
| 3M | +14.7% | +4.5% | +10.3% | +13.4% |
| 6M | -70.6% | +44.4% | -115.0% | -74.6% |
| YTD | -65.2% | +46.8% | -111.9% | -69.9% |
| 1Y | -73.2% | +31.7% | -104.9% | -75.9% |
| 3Y | -80.8% | +250.6% | -331.4% | -88.7% |
| 5Y | -94.8% | +174.1% | -268.9% | -97.2% |
| All | -93.4% | +255.5% | -348.8% | -96.5% |
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 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