+220.2%
WELL vs HTZ
-89.5%
+309.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.1% |
| 7D | -0.8% | +7.5% | -8.3% | -1.0% |
| 30D | -0.1% | +47.4% | -47.5% | -1.5% |
| 3M | +18.0% | -54.9% | +72.9% | +20.1% |
| 6M | +15.0% | -47.0% | +62.0% | +16.0% |
| YTD | +28.6% | -55.3% | +83.9% | +30.4% |
| 1Y | +42.9% | -57.6% | +100.6% | +44.5% |
| 3Y | +203.0% | -86.6% | +289.6% | +231.2% |
| 5Y | +206.9% | -86.1% | +293.0% | +235.1% |
| All | +220.2% | -89.5% | +309.8% | +258.5% |
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