+31.4%
DOCN vs HTZ
-91.9%
+123.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -20.8% | +4.9% | -12.1% |
| 7D | -29.3% | -7.7% | -21.5% | -28.2% |
| 30D | -46.0% | -13.1% | -32.9% | -44.8% |
| 3M | -43.2% | +14.7% | -57.9% | -46.4% |
| 6M | -53.7% | -70.6% | +16.9% | -45.0% |
| YTD | +46.9% | -65.2% | +112.1% | +65.7% |
| 1Y | +54.3% | -73.2% | +127.5% | +82.4% |
| 3Y | +185.5% | -80.8% | +266.4% | +223.9% |
| 5Y | -31.1% | -94.8% | +63.7% | +6.1% |
| All | +31.4% | -91.9% | +123.3% | +99.7% |
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