+71.2%
DDOG vs HTZ
-92.5%
+163.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -8.4% | +10.9% | +3.2% |
| 7D | -23.9% | -14.6% | -9.3% | -23.2% |
| 30D | -34.0% | -20.8% | -13.2% | -33.1% |
| 3M | -21.9% | -18.8% | -3.1% | -21.8% |
| 6M | +24.6% | -74.7% | +99.3% | +38.7% |
| YTD | +31.7% | -68.1% | +99.8% | +39.7% |
| 1Y | -6.2% | -73.5% | +67.3% | +1.9% |
| 3Y | +125.1% | -81.8% | +206.9% | +134.7% |
| 5Y | -3.5% | -95.2% | +91.7% | +35.4% |
| All | +71.2% | -92.5% | +163.8% | +139.0% |
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