+180.3%
DAL vs HTZ
-76.0%
+256.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +9.2% | -2.0% | +6.4% |
| 7D | +11.1% | +18.9% | -7.9% | +9.4% |
| 30D | +7.7% | +26.3% | -18.5% | +5.5% |
| 3M | -3.5% | +49.7% | -53.2% | -7.8% |
| 6M | +31.3% | -61.1% | +92.4% | +39.4% |
| YTD | +30.0% | -56.0% | +86.0% | +35.3% |
| 1Y | +62.1% | -66.4% | +128.5% | +72.3% |
| All | +180.3% | -76.0% | +256.2% | +210.1% |
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