-94.8%
HTZ vs DG
-33.8%
-61.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.6% | -18.2% | -20.1% |
| 7D | -7.7% | +6.1% | -13.8% | -9.0% |
| 30D | -13.1% | +11.9% | -25.1% | -15.5% |
| 3M | +14.7% | +9.3% | +5.5% | +12.2% |
| 6M | -70.6% | +19.1% | -89.7% | -72.2% |
| YTD | -65.2% | +5.9% | -71.1% | -66.0% |
| 1Y | -73.2% | +39.8% | -113.0% | -76.0% |
| 3Y | -80.8% | +23.4% | -104.2% | -83.1% |
| 5Y | -94.8% | -33.3% | -61.5% | -94.9% |
| All | -94.8% | -33.8% | -61.0% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling