-91.6%
HTZ vs DD
+70.2%
-161.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.8% | +11.0% | +10.6% |
| 7D | +18.9% | +8.7% | +10.3% | +10.9% |
| 30D | +26.3% | +15.3% | +10.9% | +12.3% |
| 3M | +49.7% | +5.9% | +43.7% | +41.8% |
| 6M | -61.1% | +11.6% | -72.7% | -64.5% |
| YTD | -56.0% | +26.5% | -82.6% | -63.8% |
| 1Y | -66.4% | +35.4% | -101.8% | -73.8% |
| 3Y | -75.8% | +82.7% | -158.4% | -85.1% |
| 5Y | -93.1% | +66.3% | -159.4% | -95.5% |
| All | -91.6% | +70.2% | -161.8% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling