-25.8%
DT vs HTZ
-92.5%
+66.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.3% | -7.6% | +1.0% |
| 7D | -5.4% | -27.4% | +22.0% | -3.1% |
| 30D | -32.2% | -11.4% | -20.8% | -31.8% |
| 3M | -10.9% | -33.1% | +22.1% | -8.8% |
| 6M | +10.0% | -73.5% | +83.5% | +20.2% |
| YTD | +2.1% | -68.1% | +70.2% | +7.8% |
| 1Y | -5.5% | -74.3% | +68.8% | +2.0% |
| 3Y | -12.4% | -80.9% | +68.5% | -9.3% |
| 5Y | -39.7% | -93.8% | +54.1% | -22.3% |
| All | -25.8% | -92.5% | +66.7% | -4.3% |
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