-94.8%
HTZ vs DGX
+97.4%
-192.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.4% | -20.4% | -20.7% |
| 7D | -7.7% | +0.7% | -8.5% | -7.9% |
| 30D | -13.1% | +11.5% | -24.6% | -15.9% |
| 3M | +14.7% | +8.4% | +6.3% | +11.9% |
| 6M | -70.6% | +34.5% | -105.1% | -73.5% |
| YTD | -65.2% | +49.3% | -114.4% | -69.9% |
| 1Y | -73.2% | +45.3% | -118.5% | -76.6% |
| 3Y | -80.8% | +101.3% | -182.1% | -85.8% |
| 5Y | -94.8% | +99.6% | -194.4% | -96.5% |
| All | -94.8% | +97.4% | -192.2% | -96.5% |
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 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