-25.6%
DXCM vs HTZ
-92.5%
+67.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -8.4% | +2.4% | -5.4% |
| 7D | -3.5% | -14.6% | +11.1% | -2.4% |
| 30D | -5.8% | -20.8% | +15.0% | -4.4% |
| 3M | -4.3% | -18.8% | +14.5% | -3.7% |
| 6M | +31.6% | -74.7% | +106.3% | +43.4% |
| YTD | +19.6% | -68.1% | +87.7% | +26.6% |
| 1Y | +36.9% | -73.5% | +110.4% | +47.0% |
| 3Y | -16.3% | -81.8% | +65.5% | -11.3% |
| 5Y | -50.0% | -95.2% | +45.2% | -37.5% |
| All | -25.6% | -92.5% | +67.0% | -5.2% |
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