-26.3%
DT vs HTZ
-92.6%
+66.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -20.2% | -16.4% | -3.8% | -19.3% |
| 30D | -30.8% | -15.1% | -15.7% | -30.1% |
| 3M | -10.2% | -28.2% | +18.0% | -8.8% |
| 6M | +8.0% | -73.1% | +81.1% | +17.9% |
| YTD | +1.5% | -68.3% | +69.7% | +7.2% |
| 1Y | -6.9% | -75.2% | +68.3% | +1.0% |
| 3Y | -10.9% | -81.1% | +70.2% | -7.4% |
| 5Y | -42.2% | -95.0% | +52.8% | -24.3% |
| All | -26.3% | -92.6% | +66.3% | -4.8% |
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 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