-86.5%
HTZ vs DKS
+29.1%
-115.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.5% |
| 7D | +7.5% | +3.0% | +4.5% | +6.2% |
| 30D | +47.4% | -30.5% | +78.0% | +65.2% |
| 3M | -54.9% | -35.7% | -19.2% | -47.6% |
| 6M | -47.0% | -29.7% | -17.3% | -40.9% |
| YTD | -55.3% | -28.9% | -26.4% | -50.5% |
| 1Y | -57.6% | -35.9% | -21.8% | -51.3% |
| All | -86.5% | +29.1% | -115.7% | -93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling