+68.5%
DIA vs HTZ
-89.5%
+158.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.6% |
| 7D | -0.2% | +7.5% | -7.7% | -0.6% |
| 30D | -1.5% | +47.4% | -49.0% | -4.0% |
| 3M | +3.8% | -54.9% | +58.7% | +7.0% |
| 6M | +10.3% | -47.0% | +57.3% | +12.1% |
| YTD | +12.1% | -55.3% | +67.3% | +14.9% |
| 1Y | +18.6% | -57.6% | +76.3% | +21.2% |
| 3Y | +60.6% | -86.6% | +147.2% | +75.7% |
| 5Y | +64.4% | -86.1% | +150.5% | +77.7% |
| All | +68.5% | -89.5% | +158.1% | +85.4% |
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