-99.7%
DFNS vs HTZ
-75.3%
-24.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -8.4% | -3.8% | -10.0% |
| 7D | -44.0% | -14.6% | -29.4% | -41.4% |
| 30D | -69.1% | -20.8% | -48.4% | -67.0% |
| 3M | -95.6% | -18.8% | -76.8% | -95.4% |
| 6M | -96.2% | -74.7% | -21.5% | -95.3% |
| YTD | -99.6% | -68.1% | -31.5% | -99.5% |
| 1Y | -99.7% | -73.5% | -26.3% | -99.6% |
| All | -99.7% | -75.3% | -24.4% | -99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling