+44.4%
DLR vs HTZ
-92.5%
+136.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.3% | -9.2% | -0.4% |
| 7D | -2.0% | -27.4% | +25.4% | -0.3% |
| 30D | +0.5% | -11.4% | +11.9% | +1.0% |
| 3M | -4.4% | -33.1% | +28.6% | -2.7% |
| 6M | -6.4% | -73.5% | +67.1% | -0.4% |
| YTD | +19.5% | -68.1% | +87.6% | +25.1% |
| 1Y | +10.5% | -74.3% | +84.8% | +17.1% |
| 3Y | +54.0% | -80.9% | +134.9% | +60.5% |
| 5Y | +39.7% | -93.8% | +133.5% | +59.3% |
| All | +44.4% | -92.5% | +136.9% | +66.5% |
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