-80.2%
HTZ vs DBX
+37.6%
-117.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.9% | -19.9% | -20.6% |
| 7D | -7.7% | -1.5% | -6.2% | -7.4% |
| 30D | -13.1% | +6.0% | -19.1% | -14.1% |
| 3M | +14.7% | +2.2% | +12.6% | +13.6% |
| 6M | -70.6% | +40.7% | -111.3% | -74.3% |
| YTD | -65.2% | +28.6% | -93.8% | -68.4% |
| 1Y | -73.2% | +22.8% | -95.9% | -75.2% |
| All | -80.2% | +37.6% | -117.8% | -86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling