+87.8%
DAL vs HTZ
-89.5%
+177.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +0.1% | +7.5% | -7.4% | -0.8% |
| 30D | -13.9% | +47.4% | -61.4% | -19.3% |
| 3M | +1.1% | -54.9% | +56.0% | +8.5% |
| 6M | +26.2% | -47.0% | +73.2% | +30.8% |
| YTD | +16.4% | -55.3% | +71.7% | +23.6% |
| 1Y | +33.9% | -57.6% | +91.5% | +40.4% |
| 3Y | +93.4% | -86.6% | +180.0% | +140.3% |
| 5Y | +106.4% | -86.1% | +192.5% | +157.4% |
| All | +87.8% | -89.5% | +177.3% | +138.7% |
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