+236.6%
WELL vs HTZ
-92.5%
+329.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.3% | -9.5% | -0.4% |
| 7D | +0.1% | -27.4% | +27.5% | +0.8% |
| 30D | +7.8% | -11.4% | +19.1% | +8.0% |
| 3M | +10.2% | -33.1% | +43.3% | +11.1% |
| 6M | +16.4% | -73.5% | +89.9% | +20.0% |
| YTD | +35.2% | -68.1% | +103.3% | +38.0% |
| 1Y | +30.5% | -74.3% | +104.7% | +34.1% |
| 3Y | +206.1% | -80.9% | +287.0% | +214.7% |
| 5Y | +228.3% | -93.8% | +322.1% | +262.2% |
| All | +236.6% | -92.5% | +329.1% | +279.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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