-93.1%
HTZ vs DECK
+31.2%
-124.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.0% | +3.2% | +7.1% |
| 7D | +18.9% | +10.4% | +8.6% | +14.9% |
| 30D | +26.3% | +11.1% | +15.2% | +21.7% |
| 3M | +49.7% | -10.8% | +60.4% | +54.8% |
| 6M | -61.1% | -8.7% | -52.4% | -60.5% |
| YTD | -56.0% | -14.0% | -42.0% | -54.9% |
| 1Y | -66.4% | +12.0% | -78.5% | -68.9% |
| 3Y | -75.8% | -10.5% | -65.3% | -78.5% |
| 5Y | -93.1% | +28.5% | -121.6% | -95.0% |
| All | -93.1% | +31.2% | -124.3% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling