+237.0%
WELL vs HTZ
-93.2%
+330.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.0% | +8.4% | +0.7% |
| 7D | +3.0% | -27.5% | +30.6% | +3.8% |
| 30D | +10.2% | -21.9% | +32.1% | +10.8% |
| 3M | +6.1% | -29.2% | +35.4% | +6.7% |
| 6M | +16.6% | -75.2% | +91.8% | +20.5% |
| YTD | +35.3% | -70.8% | +106.2% | +38.5% |
| 1Y | +31.5% | -76.1% | +107.6% | +35.4% |
| 3Y | +206.5% | -82.5% | +289.0% | +215.9% |
| 5Y | +222.0% | -94.1% | +316.0% | +256.3% |
| All | +237.0% | -93.2% | +330.2% | +280.9% |
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