-91.5%
HTZ vs DGX
+98.6%
-190.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.6% |
| 7D | +7.5% | -2.3% | +9.8% | +8.2% |
| 30D | +47.4% | +0.6% | +46.9% | +47.4% |
| 3M | -54.9% | +21.4% | -76.3% | -57.7% |
| 6M | -47.0% | +14.7% | -61.7% | -49.3% |
| YTD | -55.3% | +38.4% | -93.7% | -60.0% |
| 1Y | -57.6% | +34.0% | -91.6% | -61.8% |
| 3Y | -86.6% | +92.7% | -179.3% | -89.7% |
| 5Y | -86.1% | +67.7% | -153.8% | -88.9% |
| All | -91.5% | +98.6% | -190.0% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling