+232.8%
WELL vs HTZ
-91.9%
+324.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -20.8% | +19.8% | -0.5% |
| 7D | +5.3% | -7.7% | +13.0% | +5.4% |
| 30D | +8.7% | -13.1% | +21.8% | +9.0% |
| 3M | +3.8% | +14.7% | -10.9% | +2.9% |
| 6M | +15.4% | -70.6% | +86.0% | +18.7% |
| YTD | +33.7% | -65.2% | +98.8% | +36.2% |
| 1Y | +33.6% | -73.2% | +106.8% | +37.4% |
| 3Y | +194.2% | -80.8% | +275.0% | +204.6% |
| 5Y | +227.0% | -94.8% | +321.8% | +259.7% |
| All | +232.8% | -91.9% | +324.7% | +274.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling