+7.4%
DASH vs HTZ
-85.9%
+93.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.8% |
| 7D | -10.6% | +7.5% | -18.0% | -11.4% |
| 30D | +2.2% | +47.4% | -45.3% | -4.1% |
| 3M | +32.3% | -54.9% | +87.2% | +41.5% |
| 6M | +19.1% | -47.0% | +66.1% | +22.6% |
| YTD | -6.5% | -55.3% | +48.7% | -1.7% |
| 1Y | -14.9% | -57.6% | +42.8% | -11.1% |
| 3Y | +151.9% | -86.6% | +238.5% | +239.5% |
| All | +7.4% | -85.9% | +93.3% | +38.3% |
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 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