-38.7%
DIS vs HTZ
-89.5%
+50.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | -2.6% | +7.5% | -10.1% | -3.3% |
| 30D | +3.5% | +47.4% | -43.9% | -1.3% |
| 3M | +6.8% | -54.9% | +61.7% | +12.6% |
| 6M | +3.0% | -47.0% | +50.0% | +6.0% |
| YTD | -6.7% | -55.3% | +48.5% | -2.5% |
| 1Y | -10.1% | -57.6% | +47.6% | -6.7% |
| 3Y | +33.0% | -86.6% | +119.6% | +57.2% |
| 5Y | -40.0% | -86.1% | +46.1% | -29.8% |
| All | -38.7% | -89.5% | +50.8% | -26.2% |
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