+34.3%
DLR vs HTZ
-85.9%
+120.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +1.6% | +7.5% | -5.9% | +1.1% |
| 30D | -3.4% | +47.4% | -50.8% | -6.2% |
| 3M | +0.5% | -54.9% | +55.4% | +4.2% |
| 6M | +4.6% | -47.0% | +51.6% | +6.9% |
| YTD | +23.4% | -55.3% | +78.7% | +27.2% |
| 1Y | +19.0% | -57.6% | +76.7% | +22.1% |
| 3Y | +56.5% | -86.6% | +143.1% | +78.4% |
| All | +34.3% | -85.9% | +120.2% | +53.0% |
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