-91.5%
HTZ vs DD
+48.6%
-140.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.0% |
| 7D | +7.5% | -3.5% | +11.0% | +10.6% |
| 30D | +47.4% | -10.3% | +57.8% | +60.2% |
| 3M | -54.9% | -7.5% | -47.4% | -51.8% |
| 6M | -47.0% | -8.0% | -39.0% | -43.3% |
| YTD | -55.3% | +10.5% | -65.7% | -58.8% |
| 1Y | -57.6% | +38.3% | -95.9% | -67.0% |
| 3Y | -86.6% | +42.5% | -129.1% | -90.0% |
| 5Y | -86.1% | +60.2% | -146.3% | -90.4% |
| All | -91.5% | +48.6% | -140.0% | -93.5% |
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