-93.4%
HTZ vs DAR
-25.4%
-68.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.1% | -17.7% | -19.4% |
| 7D | -7.7% | -8.1% | +0.3% | -4.1% |
| 30D | -13.1% | -17.1% | +4.0% | -6.0% |
| 3M | +14.7% | -12.3% | +27.0% | +19.4% |
| 6M | -70.6% | -21.8% | -48.8% | -68.0% |
| YTD | -65.2% | +40.8% | -106.0% | -72.2% |
| 1Y | -73.2% | +57.4% | -130.5% | -79.9% |
| 3Y | -80.8% | +12.1% | -92.9% | -83.8% |
| 5Y | -94.8% | -40.2% | -54.6% | -94.6% |
| All | -93.4% | -25.4% | -68.0% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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