-100.0%
DFNS vs HTZ
-81.0%
-19.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -20.8% | +1.1% | -21.4% |
| 7D | -37.4% | -7.7% | -29.7% | -37.7% |
| 30D | -65.8% | -13.1% | -52.7% | -66.2% |
| 3M | -95.0% | +14.7% | -109.8% | -94.8% |
| 6M | -95.8% | -70.6% | -25.2% | -96.6% |
| YTD | -99.5% | -65.2% | -34.4% | -99.6% |
| 1Y | -99.7% | -73.2% | -26.6% | -99.8% |
| All | -100.0% | -81.0% | -19.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling