-93.9%
HTZ vs DBX
+14.2%
-108.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -3.1% | -5.3% | -7.2% |
| 7D | -14.6% | -4.4% | -10.2% | -13.0% |
| 30D | -20.8% | +4.8% | -25.5% | -22.0% |
| 3M | -18.8% | +0.3% | -19.2% | -19.9% |
| 6M | -74.7% | +40.4% | -115.1% | -79.2% |
| YTD | -68.1% | +24.7% | -92.8% | -72.3% |
| 1Y | -73.5% | +20.9% | -94.4% | -76.6% |
| 3Y | -81.8% | +34.5% | -116.3% | -86.1% |
| 5Y | -95.2% | +24.6% | -119.9% | -96.5% |
| All | -93.9% | +14.2% | -108.2% | -95.7% |
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