-100.0%
DFNS vs HTZ
-93.0%
-7.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -6.1% | -13.3% | -19.7% |
| 7D | -12.7% | -14.0% | +1.3% | -13.6% |
| 30D | -65.2% | -19.8% | -45.4% | -65.7% |
| 3M | -94.6% | -45.0% | -49.6% | -94.8% |
| 6M | -96.2% | -73.2% | -23.0% | -96.7% |
| YTD | -99.6% | -70.0% | -29.6% | -99.6% |
| 1Y | -99.7% | -75.7% | -24.0% | -99.7% |
| 3Y | -100.0% | -82.1% | -17.9% | -100.0% |
| 5Y | -100.0% | -94.3% | -5.7% | -100.0% |
| All | -100.0% | -93.0% | -7.0% | -100.0% |
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