+49.0%
DUK vs HTZ
-90.1%
+139.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.0% | +5.8% | +0.9% |
| 7D | +0.7% | -2.5% | +3.2% | +0.7% |
| 30D | -2.0% | -3.7% | +1.7% | -2.1% |
| 3M | +0.2% | -57.0% | +57.2% | +0.8% |
| 6M | -6.9% | -47.0% | +40.1% | -6.6% |
| YTD | +6.1% | -57.5% | +63.6% | +6.7% |
| 1Y | +4.4% | -63.5% | +67.9% | +5.0% |
| 3Y | +49.1% | -86.3% | +135.5% | +52.9% |
| 5Y | +39.6% | -86.8% | +126.3% | +43.9% |
| All | +49.0% | -90.1% | +139.1% | +54.1% |
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 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