+168.1%
DAL vs HTZ
-81.0%
+249.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -20.8% | +16.4% | -2.5% |
| 7D | +4.6% | -7.7% | +12.3% | +5.2% |
| 30D | +2.3% | -13.1% | +15.4% | +3.4% |
| 3M | -8.1% | +14.7% | -22.8% | -10.2% |
| 6M | +21.4% | -70.6% | +92.0% | +32.0% |
| YTD | +24.3% | -65.2% | +89.5% | +31.9% |
| 1Y | +47.4% | -73.2% | +120.6% | +59.6% |
| All | +168.1% | -81.0% | +249.0% | +202.3% |
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