-34.1%
DOW vs HTZ
-93.2%
+59.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.0% | +9.7% | +2.3% |
| 7D | -6.8% | -27.5% | +20.7% | -4.7% |
| 30D | +10.8% | -21.9% | +32.6% | +12.4% |
| 3M | +4.1% | -29.2% | +33.4% | +5.9% |
| 6M | -12.7% | -75.2% | +62.5% | -4.0% |
| YTD | +39.2% | -70.8% | +110.0% | +48.8% |
| 1Y | +49.5% | -76.1% | +125.6% | +62.8% |
| 3Y | -24.4% | -82.5% | +58.1% | -19.9% |
| 5Y | -29.6% | -94.1% | +64.5% | -17.8% |
| All | -34.1% | -93.2% | +59.1% | -22.9% |
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