-61.1%
HTZ vs DD
+10.0%
-71.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.8% | +11.0% | +10.6% |
| 7D | +18.9% | +8.7% | +10.3% | +10.8% |
| 30D | +26.3% | +15.3% | +10.9% | +12.1% |
| 3M | +49.7% | +5.9% | +43.7% | +40.2% |
| 6M | -61.1% | +11.6% | -72.7% | -65.0% |
| All | -61.1% | +10.0% | -71.1% | -65.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling