-74.3%
HTZ vs DGX
+42.2%
-116.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.1% | +9.2% | +9.3% |
| 7D | -27.4% | +1.2% | -28.6% | -27.5% |
| 30D | -11.4% | +11.2% | -22.6% | -11.8% |
| 3M | -33.1% | +9.3% | -42.4% | -33.3% |
| 6M | -73.5% | +37.4% | -110.9% | -73.8% |
| YTD | -68.1% | +51.6% | -119.7% | -69.4% |
| 1Y | -74.3% | +39.3% | -113.6% | -74.3% |
| All | -74.3% | +42.2% | -116.5% | -74.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling