-27.1%
DT vs HTZ
-93.2%
+66.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.0% | +6.9% | -0.4% |
| 7D | -7.5% | -27.5% | +20.0% | -5.2% |
| 30D | -31.5% | -21.9% | -9.6% | -30.4% |
| 3M | -14.0% | -29.2% | +15.2% | -12.5% |
| 6M | +6.9% | -75.2% | +82.1% | +17.4% |
| YTD | +0.3% | -70.8% | +71.2% | +6.7% |
| 1Y | -6.9% | -76.1% | +69.2% | +1.1% |
| 3Y | -13.9% | -82.5% | +68.6% | -10.1% |
| 5Y | -39.9% | -94.1% | +54.2% | -22.3% |
| All | -27.1% | -93.2% | +66.1% | -5.3% |
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