-31.2%
DIS vs HTZ
-94.7%
+63.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -20.8% | +19.3% | +0.6% |
| 7D | +5.7% | -7.7% | +13.4% | +6.3% |
| 30D | +12.7% | -13.1% | +25.8% | +13.8% |
| 3M | +15.2% | +14.7% | +0.4% | +11.7% |
| 6M | +17.6% | -70.6% | +88.2% | +28.9% |
| YTD | +3.8% | -65.2% | +69.0% | +10.8% |
| 1Y | +6.8% | -73.2% | +80.0% | +16.8% |
| 3Y | +42.1% | -80.8% | +122.9% | +55.0% |
| 5Y | -31.2% | -94.8% | +63.6% | -9.7% |
| All | -31.2% | -94.7% | +63.6% | -9.7% |
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