+103.6%
DDOG vs HTZ
-89.5%
+193.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -10.1% | +7.5% | -17.6% | -10.7% |
| 30D | -24.8% | +47.4% | -72.2% | -28.8% |
| 3M | -12.6% | -54.9% | +42.3% | -7.2% |
| 6M | +79.9% | -47.0% | +127.0% | +83.2% |
| YTD | +56.6% | -55.3% | +111.8% | +62.8% |
| 1Y | +61.6% | -57.6% | +119.2% | +65.4% |
| 3Y | +117.9% | -86.6% | +204.5% | +177.5% |
| 5Y | +54.2% | -86.1% | +140.3% | +111.3% |
| All | +103.6% | -89.5% | +193.2% | +178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling