+109.1%
DE vs HTZ
-89.5%
+198.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +10.0% | +7.5% | +2.5% | +9.4% |
| 30D | +13.3% | +47.4% | -34.1% | +8.9% |
| 3M | +17.5% | -54.9% | +72.4% | +23.2% |
| 6M | +13.6% | -47.0% | +60.6% | +16.6% |
| YTD | +49.8% | -55.3% | +105.0% | +55.7% |
| 1Y | +47.9% | -57.6% | +105.5% | +52.8% |
| 3Y | +72.5% | -86.6% | +159.1% | +97.5% |
| 5Y | +90.2% | -86.1% | +176.4% | +110.9% |
| All | +109.1% | -89.5% | +198.6% | +145.7% |
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 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