-17.6%
DXCM vs HTZ
-89.5%
+71.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.1% |
| 7D | -3.2% | +7.5% | -10.7% | -3.8% |
| 30D | +6.3% | +47.4% | -41.1% | +2.5% |
| 3M | +21.1% | -54.9% | +76.0% | +26.8% |
| 6M | +20.6% | -47.0% | +67.6% | +23.3% |
| YTD | +32.4% | -55.3% | +87.7% | +37.3% |
| 1Y | +8.8% | -57.6% | +66.5% | +12.0% |
| 3Y | -13.7% | -86.6% | +72.9% | +1.1% |
| 5Y | -35.2% | -86.1% | +50.9% | -23.1% |
| All | -17.6% | -89.5% | +71.9% | +2.8% |
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