-94.0%
HTZ vs DGX
+90.8%
-184.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -8.5% | +1.6% | -10.1% | -9.0% |
| 30D | -18.9% | +11.2% | -30.1% | -21.5% |
| 3M | -36.0% | +10.4% | -46.4% | -38.1% |
| 6M | -74.6% | +37.1% | -111.7% | -77.3% |
| YTD | -70.8% | +52.1% | -122.9% | -75.1% |
| 1Y | -75.3% | +40.7% | -116.0% | -78.2% |
| 3Y | -81.6% | +107.6% | -189.2% | -86.6% |
| All | -94.0% | +90.8% | -184.8% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling