+104.8%
DAL vs HTZ
-92.5%
+197.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.4% | +10.5% | +3.2% |
| 7D | +8.8% | -14.6% | +23.4% | +10.7% |
| 30D | +5.4% | -20.8% | +26.2% | +8.2% |
| 3M | -4.9% | -18.8% | +13.9% | -3.8% |
| 6M | +19.8% | -74.7% | +94.5% | +38.2% |
| YTD | +27.0% | -68.1% | +95.1% | +39.9% |
| 1Y | +52.5% | -73.5% | +125.9% | +72.0% |
| 3Y | +173.8% | -81.8% | +255.7% | +200.3% |
| 5Y | +104.5% | -95.2% | +199.8% | +177.1% |
| All | +104.8% | -92.5% | +197.4% | +170.2% |
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