-93.4%
HTZ vs DKS
+65.8%
-159.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.5% | -16.3% | -19.2% |
| 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% | +26.2% |
| 6M | -70.6% | -33.5% | -37.1% | -66.9% |
| YTD | -65.2% | -27.2% | -38.0% | -62.1% |
| 1Y | -73.2% | -33.8% | -39.4% | -69.7% |
| 3Y | -80.8% | +31.5% | -112.4% | -84.0% |
| 5Y | -94.8% | +22.5% | -117.3% | -96.1% |
| All | -93.4% | +65.8% | -159.2% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling