-93.4%
HTZ vs DBX
+17.9%
-111.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.9% | -19.9% | -20.4% |
| 7D | -7.7% | -1.5% | -6.2% | -7.1% |
| 30D | -13.1% | +6.0% | -19.1% | -14.9% |
| 3M | +14.7% | +2.2% | +12.6% | +12.3% |
| 6M | -70.6% | +40.7% | -111.3% | -75.8% |
| YTD | -65.2% | +28.6% | -93.8% | -70.1% |
| 1Y | -73.2% | +22.8% | -95.9% | -76.4% |
| 3Y | -80.8% | +37.5% | -118.4% | -85.4% |
| 5Y | -94.8% | +28.6% | -123.4% | -96.2% |
| All | -93.4% | +17.9% | -111.2% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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