+624.0%
DELL vs HTZ
-92.5%
+716.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -8.4% | +12.0% | +4.5% |
| 7D | -22.6% | -14.6% | -8.0% | -21.4% |
| 30D | -43.2% | -20.8% | -22.4% | -42.0% |
| 3M | -24.8% | -18.8% | -6.0% | -23.8% |
| 6M | +38.0% | -74.7% | +112.7% | +52.9% |
| YTD | +163.7% | -68.1% | +231.8% | +183.7% |
| 1Y | +122.5% | -73.5% | +196.0% | +143.1% |
| 3Y | +377.0% | -81.8% | +458.8% | +403.7% |
| 5Y | +542.6% | -95.2% | +637.8% | +665.4% |
| All | +624.0% | -92.5% | +716.6% | +743.0% |
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