+62.7%
DIA vs HTZ
-91.9%
+154.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -20.8% | +17.3% | -2.4% |
| 7D | -1.6% | -7.7% | +6.1% | -1.3% |
| 30D | 0.0% | -13.1% | +13.1% | +0.5% |
| 3M | -4.9% | +14.7% | -19.7% | -6.4% |
| 6M | +5.0% | -70.6% | +75.7% | +10.5% |
| YTD | +8.2% | -65.2% | +73.4% | +12.1% |
| 1Y | +10.3% | -73.2% | +83.5% | +15.8% |
| 3Y | +58.4% | -80.8% | +139.2% | +64.3% |
| 5Y | +54.3% | -94.8% | +149.1% | +72.6% |
| All | +62.7% | -91.9% | +154.5% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling