+70.6%
DDOG vs HTZ
-93.2%
+163.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.0% | +7.3% | -0.1% |
| 7D | -19.1% | -27.5% | +8.4% | -17.3% |
| 30D | -39.2% | -21.9% | -17.3% | -38.2% |
| 3M | -31.6% | -29.2% | -2.3% | -30.7% |
| 6M | -10.9% | -75.2% | +64.3% | -0.8% |
| YTD | +31.2% | -70.8% | +102.0% | +40.2% |
| 1Y | -10.7% | -76.1% | +65.4% | -2.1% |
| 3Y | +72.1% | -82.5% | +154.6% | +77.9% |
| 5Y | -5.5% | -94.1% | +88.6% | +31.3% |
| All | +70.6% | -93.2% | +163.8% | +139.7% |
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