-80.2%
HTZ vs DKS
+31.3%
-111.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.5% | -16.3% | -19.1% |
| 7D | -7.7% | -0.7% | -7.1% | -7.2% |
| 30D | -13.1% | +4.6% | -17.7% | -14.3% |
| 3M | +14.7% | -28.9% | +43.7% | +26.8% |
| 6M | -70.6% | -33.5% | -37.1% | -66.6% |
| YTD | -65.2% | -27.2% | -38.0% | -61.9% |
| 1Y | -73.2% | -33.8% | -39.4% | -69.5% |
| All | -80.2% | +31.3% | -111.5% | -90.0% |
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