+54.2%
DHI vs HTZ
-90.7%
+144.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.3% |
| 7D | -6.1% | -9.7% | +3.6% | -5.3% |
| 30D | -10.1% | -16.3% | +6.2% | -9.1% |
| 3M | -7.3% | -58.8% | +51.5% | -2.0% |
| 6M | -6.1% | -48.9% | +42.8% | -3.9% |
| YTD | -5.0% | -60.1% | +55.1% | -0.4% |
| 1Y | -22.1% | -65.0% | +42.9% | -18.1% |
| 3Y | +19.2% | -87.2% | +106.4% | +38.2% |
| 5Y | +59.4% | -87.1% | +146.5% | +78.0% |
| All | +54.2% | -90.7% | +144.9% | +88.3% |
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