-93.4%
HTZ vs DD
+63.6%
-157.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.8% | -16.9% | -17.6% |
| 7D | -7.7% | +3.1% | -10.8% | -9.6% |
| 30D | -13.1% | +8.7% | -21.8% | -18.5% |
| 3M | +14.7% | -1.2% | +16.0% | +15.9% |
| 6M | -70.6% | -1.1% | -69.5% | -70.1% |
| YTD | -65.2% | +21.7% | -86.8% | -70.2% |
| 1Y | -73.2% | +24.0% | -97.2% | -77.3% |
| 3Y | -80.8% | +75.6% | -156.4% | -87.7% |
| 5Y | -94.8% | +58.2% | -152.9% | -96.5% |
| All | -93.4% | +63.6% | -157.0% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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