+38.8%
DLR vs HTZ
-92.5%
+131.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.4% | +8.1% | +0.2% |
| 7D | -3.6% | -14.6% | +11.0% | -2.7% |
| 30D | -3.5% | -20.8% | +17.3% | -2.3% |
| 3M | -8.9% | -18.8% | +9.9% | -8.3% |
| 6M | -11.6% | -74.7% | +63.1% | -5.6% |
| YTD | +14.9% | -68.1% | +83.0% | +20.4% |
| 1Y | +6.4% | -73.5% | +79.9% | +12.6% |
| 3Y | +47.3% | -81.8% | +129.1% | +54.6% |
| 5Y | +32.8% | -95.2% | +128.0% | +51.4% |
| All | +38.8% | -92.5% | +131.4% | +60.2% |
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 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