-93.9%
HTZ vs DKS
+65.5%
-159.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.2% | -8.2% | -8.3% |
| 7D | -14.6% | -2.1% | -12.5% | -13.6% |
| 30D | -20.8% | +7.3% | -28.1% | -22.6% |
| 3M | -18.8% | -28.4% | +9.6% | -10.9% |
| 6M | -74.7% | -36.9% | -37.8% | -70.9% |
| YTD | -68.1% | -27.3% | -40.8% | -65.3% |
| 1Y | -73.5% | -33.2% | -40.3% | -70.2% |
| 3Y | -81.8% | +32.2% | -114.0% | -84.9% |
| 5Y | -95.2% | +22.3% | -117.5% | -96.4% |
| All | -93.9% | +65.5% | -159.5% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling