-94.4%
HTZ vs DGX
+117.2%
-211.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.5% | -7.5% | -7.8% |
| 7D | -27.5% | +4.6% | -32.1% | -28.4% |
| 30D | -21.9% | +11.9% | -33.8% | -24.3% |
| 3M | -29.2% | +9.2% | -38.4% | -31.0% |
| 6M | -75.2% | +39.0% | -114.2% | -77.7% |
| YTD | -70.8% | +51.4% | -122.3% | -74.6% |
| 1Y | -76.1% | +42.6% | -118.7% | -78.8% |
| 3Y | -82.5% | +105.9% | -188.4% | -86.8% |
| 5Y | -94.1% | +96.6% | -190.7% | -95.5% |
| All | -94.4% | +117.2% | -211.6% | -97.2% |
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