+46.2%
DLR vs HTZ
-93.0%
+139.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.1% | +7.4% | +1.7% |
| 7D | +5.0% | -14.0% | +19.0% | +5.9% |
| 30D | +3.0% | -19.8% | +22.8% | +4.1% |
| 3M | -6.3% | -45.0% | +38.7% | -3.4% |
| 6M | -4.8% | -73.2% | +68.4% | +1.3% |
| YTD | +21.0% | -70.0% | +91.1% | +27.2% |
| 1Y | +15.1% | -75.7% | +90.9% | +22.4% |
| 3Y | +56.0% | -82.1% | +138.0% | +63.2% |
| 5Y | +39.1% | -94.3% | +133.4% | +59.2% |
| All | +46.2% | -93.0% | +139.2% | +69.3% |
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