-35.9%
DOW vs HTZ
-87.1%
+51.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +0.9% |
| 7D | -2.9% | -2.5% | -0.5% | -2.7% |
| 30D | +2.0% | -3.7% | +5.7% | +1.7% |
| 3M | -12.5% | -57.0% | +44.5% | -7.6% |
| 6M | -9.2% | -47.0% | +37.8% | -7.4% |
| YTD | +30.8% | -57.5% | +88.3% | +36.5% |
| 1Y | +29.4% | -63.5% | +92.9% | +35.7% |
| 3Y | -34.6% | -86.3% | +51.8% | -26.4% |
| 5Y | -35.9% | -86.8% | +50.8% | -24.8% |
| All | -35.9% | -87.1% | +51.2% | -24.8% |
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