+659.3%
DELL vs HTZ
-93.2%
+752.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.6% | -4.6% | -6.9% |
| 7D | +4.9% | -8.5% | +13.4% | +5.8% |
| 30D | -32.1% | -18.9% | -13.2% | -30.7% |
| 3M | -30.2% | -36.0% | +5.8% | -27.4% |
| 6M | +41.7% | -74.6% | +116.3% | +57.1% |
| YTD | +176.6% | -70.8% | +247.4% | +200.2% |
| 1Y | +159.9% | -75.3% | +235.2% | +186.1% |
| 3Y | +388.0% | -81.6% | +469.5% | +411.6% |
| 5Y | +578.2% | -94.4% | +672.6% | +712.5% |
| All | +659.3% | -93.2% | +752.5% | +792.1% |
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