-57.6%
HTZ vs DG
+23.4%
-81.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | +7.5% | +8.4% | -0.9% | +6.9% |
| 30D | +47.4% | +4.9% | +42.5% | +47.1% |
| 3M | -54.9% | +29.3% | -84.2% | -56.8% |
| 6M | -47.0% | -11.3% | -35.7% | -45.1% |
| YTD | -55.3% | +1.8% | -57.0% | -54.3% |
| 1Y | -57.6% | +25.3% | -83.0% | -60.3% |
| All | -57.6% | +23.4% | -81.1% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling