+57.5%
DUK vs HTZ
-92.6%
+150.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -0.2% | -16.4% | +16.2% | -0.1% |
| 30D | +9.8% | -15.1% | +24.9% | +10.0% |
| 3M | +3.5% | -28.2% | +31.7% | +3.7% |
| 6M | +5.0% | -73.1% | +78.0% | +6.1% |
| YTD | +12.2% | -68.3% | +80.4% | +13.0% |
| 1Y | +7.2% | -75.2% | +82.5% | +8.3% |
| 3Y | +63.0% | -81.1% | +144.2% | +64.9% |
| 5Y | +52.3% | -95.0% | +147.3% | +56.6% |
| All | +57.5% | -92.6% | +150.1% | +63.2% |
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