-91.6%
HTZ vs DG
-28.5%
-63.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +8.5% | +0.7% | +6.9% |
| 7D | +18.9% | +12.3% | +6.7% | +15.4% |
| 30D | +26.3% | +19.3% | +7.0% | +20.6% |
| 3M | +49.7% | +11.9% | +37.8% | +45.1% |
| 6M | -61.1% | +25.0% | -86.1% | -63.8% |
| YTD | -56.0% | +8.7% | -64.8% | -57.5% |
| 1Y | -66.4% | +44.7% | -111.1% | -70.3% |
| 3Y | -75.8% | +26.6% | -102.4% | -78.9% |
| 5Y | -93.1% | -31.7% | -61.4% | -93.0% |
| All | -91.6% | -28.5% | -63.2% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling