-42.7%
DT vs HTZ
-94.7%
+52.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -20.8% | +14.2% | -4.9% |
| 7D | -28.3% | -7.7% | -20.6% | -28.0% |
| 30D | -28.4% | -13.1% | -15.3% | -27.8% |
| 3M | -14.1% | +14.7% | -28.8% | -16.7% |
| 6M | +13.2% | -70.6% | +83.8% | +23.0% |
| YTD | +0.8% | -65.2% | +66.0% | +5.9% |
| 1Y | -7.8% | -73.2% | +65.4% | -0.3% |
| 3Y | -8.3% | -80.8% | +72.5% | -1.6% |
| 5Y | -42.7% | -94.8% | +52.1% | -16.0% |
| All | -42.7% | -94.7% | +52.0% | -16.0% |
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 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