+723.5%
DELL vs HTZ
-92.5%
+816.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +9.3% | +2.4% | +10.8% |
| 7D | +0.4% | -27.4% | +27.8% | +3.6% |
| 30D | -35.1% | -11.4% | -23.8% | -34.4% |
| 3M | -15.1% | -33.1% | +17.9% | -12.3% |
| 6M | +51.7% | -73.5% | +125.2% | +67.5% |
| YTD | +200.0% | -68.1% | +268.1% | +222.7% |
| 1Y | +172.1% | -74.3% | +246.4% | +198.3% |
| 3Y | +431.2% | -80.9% | +512.1% | +456.5% |
| 5Y | +633.1% | -93.8% | +726.9% | +770.3% |
| All | +723.5% | -92.5% | +816.1% | +859.0% |
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