-4.3%
DASH vs HTZ
-92.9%
+88.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.2% | -0.8% | +7.1% |
| 7D | +17.2% | +18.9% | -1.8% | +14.5% |
| 30D | +3.6% | +26.3% | -22.7% | +0.2% |
| 3M | -1.9% | +49.7% | -51.5% | -8.5% |
| 6M | +15.1% | -61.1% | +76.2% | +25.2% |
| YTD | -12.3% | -56.0% | +43.7% | -7.8% |
| 1Y | -17.2% | -66.4% | +49.2% | -9.4% |
| 3Y | +114.7% | -75.8% | +190.5% | +135.1% |
| 5Y | -4.3% | -93.1% | +88.8% | +33.6% |
| All | -4.3% | -92.9% | +88.7% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling