+35.8%
DLR vs HTZ
-95.0%
+130.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.4% |
| 7D | +2.4% | -16.4% | +18.8% | +3.5% |
| 30D | +0.7% | -15.1% | +15.9% | +1.6% |
| 3M | -6.4% | -28.2% | +21.8% | -5.0% |
| 6M | -6.5% | -73.1% | +66.5% | +0.1% |
| YTD | +18.8% | -68.3% | +87.1% | +25.0% |
| 1Y | +9.0% | -75.2% | +84.3% | +16.6% |
| 3Y | +54.5% | -81.1% | +135.6% | +63.6% |
| 5Y | +35.8% | -95.0% | +130.8% | +67.1% |
| All | +35.8% | -95.0% | +130.8% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling