-10.9%
DXCM vs HTZ
-81.0%
+70.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -20.8% | +16.3% | -3.8% |
| 7D | +5.7% | -7.7% | +13.4% | +6.0% |
| 30D | +1.3% | -13.1% | +14.4% | +1.7% |
| 3M | +2.2% | +14.7% | -12.6% | +1.3% |
| 6M | +42.0% | -70.6% | +112.6% | +47.9% |
| YTD | +27.3% | -65.2% | +92.4% | +30.9% |
| 1Y | +42.5% | -73.2% | +115.7% | +48.1% |
| All | -10.9% | -81.0% | +70.0% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling