-34.3%
DOCS vs HTZ
-89.7%
+55.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.2% | -2.8% | +5.2% |
| 7D | +1.2% | +18.9% | -17.7% | -1.0% |
| 30D | +21.3% | +26.3% | -4.9% | +17.2% |
| 3M | +58.4% | +49.7% | +8.7% | +47.7% |
| 6M | +39.3% | -61.1% | +100.4% | +51.5% |
| YTD | -21.7% | -56.0% | +34.3% | -18.0% |
| 1Y | -47.3% | -66.4% | +19.1% | -42.6% |
| 3Y | +58.2% | -75.8% | +133.9% | +68.5% |
| 5Y | -52.3% | -93.1% | +40.8% | -28.0% |
| All | -34.3% | -89.7% | +55.4% | -8.6% |
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