+109.0%
DE vs HTZ
-92.5%
+201.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.3% | -8.7% | -0.2% |
| 7D | +2.3% | -27.4% | +29.7% | +4.7% |
| 30D | +9.3% | -11.4% | +20.7% | +10.0% |
| 3M | +12.2% | -33.1% | +45.3% | +15.0% |
| 6M | +18.1% | -73.5% | +91.6% | +28.9% |
| YTD | +49.8% | -68.1% | +117.9% | +59.2% |
| 1Y | +46.4% | -74.3% | +120.7% | +58.5% |
| 3Y | +92.5% | -80.9% | +173.4% | +102.6% |
| 5Y | +107.4% | -93.8% | +201.2% | +146.2% |
| All | +109.0% | -92.5% | +201.6% | +151.2% |
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