-74.9%
HTZ vs DKS
+37.5%
-112.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +7.7% | +1.5% | +6.4% |
| 7D | +18.9% | +8.4% | +10.5% | +15.5% |
| 30D | +26.3% | +7.7% | +18.6% | +22.6% |
| 3M | +49.7% | -25.8% | +75.4% | +62.2% |
| 6M | -61.1% | -31.0% | -30.1% | -56.6% |
| YTD | -56.0% | -23.8% | -32.2% | -52.9% |
| 1Y | -66.4% | -29.8% | -36.6% | -62.8% |
| All | -74.9% | +37.5% | -112.4% | -87.7% |
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