-91.6%
HTZ vs DBX
+19.0%
-110.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.3% | +5.9% | +8.0% |
| 7D | +18.9% | -1.1% | +20.1% | +19.4% |
| 30D | +26.3% | +5.0% | +21.2% | +23.8% |
| 3M | +49.7% | +4.6% | +45.1% | +44.9% |
| 6M | -61.1% | +43.9% | -105.0% | -68.3% |
| YTD | -56.0% | +29.9% | -85.9% | -62.5% |
| 1Y | -66.4% | +24.6% | -91.0% | -70.7% |
| 3Y | -75.8% | +38.8% | -114.6% | -81.7% |
| 5Y | -93.1% | +16.4% | -109.5% | -95.0% |
| All | -91.6% | +19.0% | -110.6% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling