+209.7%
WELL vs HTZ
-86.4%
+296.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.1% |
| 7D | -0.8% | +7.5% | -8.3% | -0.8% |
| 30D | -0.1% | +47.4% | -47.5% | -0.4% |
| 3M | +18.0% | -54.9% | +72.9% | +18.6% |
| 6M | +15.0% | -47.0% | +62.0% | +15.4% |
| YTD | +28.6% | -55.3% | +83.9% | +29.2% |
| 1Y | +42.9% | -57.6% | +100.6% | +43.4% |
| All | +209.7% | -86.4% | +296.1% | +273.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling