-93.9%
HTZ vs DGX
+114.8%
-208.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.3% | -8.7% | -8.5% |
| 7D | -14.6% | +1.5% | -16.1% | -14.9% |
| 30D | -20.8% | +12.6% | -33.4% | -23.4% |
| 3M | -18.8% | +7.6% | -26.4% | -20.5% |
| 6M | -74.7% | +36.2% | -110.9% | -77.1% |
| YTD | -68.1% | +49.8% | -117.9% | -72.1% |
| 1Y | -73.5% | +47.3% | -120.7% | -76.7% |
| 3Y | -81.8% | +102.1% | -183.9% | -86.1% |
| 5Y | -95.2% | +100.3% | -195.5% | -96.2% |
| All | -93.9% | +114.8% | -208.8% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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