-91.6%
HTZ vs WST
+15.3%
-107.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.4% | +8.7% | +9.0% |
| 7D | +18.9% | +1.3% | +17.7% | +18.4% |
| 30D | +26.3% | +8.5% | +17.8% | +22.8% |
| 3M | +49.7% | +17.2% | +32.5% | +41.6% |
| 6M | -61.1% | +36.3% | -97.4% | -65.2% |
| YTD | -56.0% | +48.9% | -104.9% | -62.2% |
| 1Y | -66.4% | +42.9% | -109.3% | -70.8% |
| 3Y | -75.8% | +23.1% | -98.8% | -79.4% |
| 5Y | -93.1% | -4.4% | -88.7% | -94.0% |
| All | -91.6% | +15.3% | -107.0% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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