-91.5%
HTZ vs DECK
+33.2%
-124.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.2% | +0.8% |
| 7D | +7.5% | -2.2% | +9.7% | +8.2% |
| 30D | +47.4% | -13.6% | +61.0% | +53.7% |
| 3M | -54.9% | -21.2% | -33.7% | -51.8% |
| 6M | -47.0% | -21.1% | -25.9% | -43.5% |
| YTD | -55.3% | -17.2% | -38.0% | -53.6% |
| 1Y | -57.6% | -30.7% | -26.9% | -53.6% |
| 3Y | -86.6% | -3.4% | -83.2% | -88.3% |
| 5Y | -86.1% | +25.5% | -111.7% | -91.2% |
| All | -91.5% | +33.2% | -124.7% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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