-52.2%
DKNG vs HTZ
-90.7%
+38.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | +3.0% | -11.3% | +14.3% | +5.1% |
| 30D | -3.0% | -27.1% | +24.1% | +1.7% |
| 3M | -17.6% | -59.5% | +41.9% | -7.9% |
| 6M | -3.2% | -50.5% | +47.2% | +1.7% |
| YTD | -28.2% | -60.3% | +32.1% | -21.6% |
| 1Y | -46.1% | -67.1% | +21.1% | -40.3% |
| 3Y | -22.2% | -87.4% | +65.3% | +7.7% |
| 5Y | -60.4% | -87.2% | +26.8% | -41.7% |
| All | -52.2% | -90.7% | +38.5% | -28.3% |
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