-35.2%
DOW vs HTZ
-92.6%
+57.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | -9.4% | -16.4% | +7.0% | -8.4% |
| 30D | +8.9% | -15.1% | +24.0% | +9.9% |
| 3M | +6.7% | -28.2% | +34.9% | +8.4% |
| 6M | -14.2% | -73.1% | +58.9% | -6.2% |
| YTD | +36.9% | -68.3% | +105.2% | +45.4% |
| 1Y | +45.8% | -75.2% | +121.0% | +58.5% |
| 3Y | -23.9% | -81.1% | +57.2% | -19.8% |
| 5Y | -30.8% | -95.0% | +64.2% | -19.3% |
| All | -35.2% | -92.6% | +57.4% | -24.6% |
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