-27.2%
DT vs HTZ
-92.5%
+65.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.4% | +7.8% | +0.1% |
| 7D | -24.7% | -14.6% | -10.1% | -23.9% |
| 30D | -27.4% | -20.8% | -6.6% | -26.3% |
| 3M | -11.1% | -18.8% | +7.7% | -10.7% |
| 6M | +13.7% | -74.7% | +88.4% | +24.9% |
| YTD | +0.2% | -68.1% | +68.3% | +5.9% |
| 1Y | -5.7% | -73.5% | +67.8% | +1.5% |
| 3Y | -8.1% | -81.8% | +73.7% | -3.6% |
| 5Y | -43.1% | -95.2% | +52.2% | -25.4% |
| All | -27.2% | -92.5% | +65.4% | -6.0% |
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