-91.5%
HTZ vs DKS
+62.0%
-153.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.5% |
| 7D | +7.5% | +3.0% | +4.5% | +6.3% |
| 30D | +47.4% | -30.5% | +78.0% | +63.5% |
| 3M | -54.9% | -35.7% | -19.2% | -48.5% |
| 6M | -47.0% | -29.7% | -17.3% | -41.5% |
| YTD | -55.3% | -28.9% | -26.4% | -50.9% |
| 1Y | -57.6% | -35.9% | -21.8% | -51.9% |
| 3Y | -86.6% | +28.2% | -114.8% | -88.7% |
| 5Y | -86.1% | +11.8% | -97.9% | -89.1% |
| All | -91.5% | +62.0% | -153.5% | -94.9% |
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