-86.5%
HTZ vs DGX
+93.3%
-179.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.5% |
| 7D | +7.5% | -2.3% | +9.8% | +8.0% |
| 30D | +47.4% | +0.6% | +46.9% | +47.4% |
| 3M | -54.9% | +21.4% | -76.3% | -56.9% |
| 6M | -47.0% | +14.7% | -61.7% | -48.6% |
| YTD | -55.3% | +38.4% | -93.7% | -58.9% |
| 1Y | -57.6% | +34.0% | -91.6% | -60.8% |
| All | -86.5% | +93.3% | -179.9% | -89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling