-91.6%
HTZ vs WSM
+271.2%
-362.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.5% | +2.7% | +6.8% |
| 7D | +18.9% | +8.0% | +11.0% | +15.7% |
| 30D | +26.3% | +13.5% | +12.8% | +20.8% |
| 3M | +49.7% | +8.8% | +40.8% | +45.1% |
| 6M | -61.1% | +54.7% | -115.8% | -67.3% |
| YTD | -56.0% | +53.3% | -109.3% | -62.7% |
| 1Y | -66.4% | +41.1% | -107.5% | -70.7% |
| 3Y | -75.8% | +266.1% | -341.9% | -86.0% |
| 5Y | -93.1% | +186.1% | -279.1% | -96.3% |
| All | -91.6% | +271.2% | -362.9% | -95.6% |
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