-91.5%
HTZ vs WST
-4.1%
-87.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +7.5% | +0.7% | +6.7% | +7.2% |
| 30D | +47.4% | -3.1% | +50.6% | +49.2% |
| 3M | -54.9% | +7.2% | -62.1% | -56.2% |
| 6M | -47.0% | +36.8% | -83.8% | -53.1% |
| YTD | -55.3% | +23.8% | -79.1% | -59.0% |
| 1Y | -57.6% | +37.8% | -95.4% | -62.5% |
| 3Y | -86.6% | -15.9% | -70.7% | -86.7% |
| 5Y | -86.1% | -25.8% | -60.3% | -86.3% |
| All | -91.5% | -4.1% | -87.4% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling