-91.5%
HTZ vs DG
-33.1%
-58.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | +7.5% | +8.4% | -0.9% | +5.4% |
| 30D | +47.4% | +4.9% | +42.5% | +45.5% |
| 3M | -54.9% | +29.3% | -84.2% | -58.4% |
| 6M | -47.0% | -11.3% | -35.7% | -45.8% |
| YTD | -55.3% | +1.8% | -57.0% | -56.0% |
| 1Y | -57.6% | +25.3% | -83.0% | -61.1% |
| 3Y | -86.6% | +9.1% | -95.7% | -87.9% |
| 5Y | -86.1% | -34.9% | -51.2% | -85.9% |
| All | -91.5% | -33.1% | -58.4% | -91.6% |
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