-93.9%
HTZ vs DG
-30.6%
-63.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.1% | +9.2% | +9.3% |
| 7D | -27.4% | -3.0% | -24.5% | -26.7% |
| 30D | -11.4% | +8.6% | -20.0% | -13.1% |
| 3M | -33.1% | +15.0% | -48.1% | -35.4% |
| 6M | -73.5% | +32.7% | -106.2% | -75.7% |
| YTD | -68.1% | +5.5% | -73.6% | -68.8% |
| 1Y | -74.3% | +34.6% | -108.9% | -76.7% |
| 3Y | -80.9% | +24.2% | -105.1% | -83.2% |
| 5Y | -93.8% | -32.3% | -61.5% | -93.8% |
| All | -93.9% | -30.6% | -63.3% | -94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling