-99.9%
DFNS vs HTZ
-85.9%
-14.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.7% |
| 7D | -16.0% | +7.5% | -23.5% | -15.4% |
| 30D | -77.7% | +47.4% | -125.1% | -76.7% |
| 3M | -77.2% | -54.9% | -22.3% | -79.3% |
| 6M | -95.2% | -47.0% | -48.2% | -95.4% |
| YTD | -98.0% | -55.3% | -42.7% | -98.1% |
| 1Y | -98.3% | -57.6% | -40.6% | -98.4% |
| 3Y | -99.9% | -86.6% | -13.3% | -99.9% |
| All | -99.9% | -85.9% | -14.0% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling