-57.6%
HTZ vs DLTR
+29.2%
-86.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +7.5% | +2.5% | +5.0% | +7.1% |
| 30D | +47.4% | +2.1% | +45.4% | +47.0% |
| 3M | -54.9% | +20.3% | -75.2% | -56.6% |
| 6M | -47.0% | +11.5% | -58.5% | -48.6% |
| YTD | -55.3% | +6.8% | -62.1% | -55.7% |
| 1Y | -57.6% | +31.1% | -88.7% | -61.0% |
| All | -57.6% | +29.2% | -86.9% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling