+105.5%
DVN vs HTZ
-89.5%
+195.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.6% |
| 7D | +1.5% | +7.5% | -6.0% | +0.9% |
| 30D | +14.2% | +47.4% | -33.3% | +9.3% |
| 3M | +5.2% | -54.9% | +60.1% | +10.7% |
| 6M | +11.9% | -47.0% | +58.9% | +13.9% |
| YTD | +32.8% | -55.3% | +88.1% | +37.4% |
| 1Y | +38.6% | -57.6% | +96.2% | +42.0% |
| 3Y | +0.5% | -86.6% | +87.1% | +15.7% |
| 5Y | +111.0% | -86.1% | +197.2% | +133.1% |
| All | +105.5% | -89.5% | +195.0% | +134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling