+107.8%
DE vs HTZ
-93.2%
+201.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.0% | +7.4% | +0.1% |
| 7D | +3.3% | -27.5% | +30.8% | +5.8% |
| 30D | +10.7% | -21.9% | +32.6% | +12.6% |
| 3M | +13.1% | -29.2% | +42.4% | +15.4% |
| 6M | +20.2% | -75.2% | +95.4% | +31.9% |
| YTD | +48.9% | -70.8% | +119.7% | +59.5% |
| 1Y | +46.6% | -76.1% | +122.7% | +59.8% |
| 3Y | +91.4% | -82.5% | +173.9% | +103.0% |
| 5Y | +108.1% | -94.1% | +202.2% | +148.3% |
| All | +107.8% | -93.2% | +201.0% | +151.6% |
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 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