-43.0%
DT vs HTZ
-95.4%
+52.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.2% |
| 3M | -11.1% | -18.8% | +7.7% | -10.7% |
| 6M | +13.7% | -74.7% | +88.4% | +25.3% |
| YTD | +0.2% | -68.1% | +68.3% | +6.0% |
| 1Y | -5.7% | -73.5% | +67.8% | +1.8% |
| 3Y | -8.1% | -81.8% | +73.7% | -1.8% |
| All | -43.0% | -95.4% | +52.4% | -16.1% |
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