-93.4%
HTZ vs DLTR
+37.7%
-131.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -6.2% | -14.6% | -18.3% |
| 7D | -7.7% | +4.5% | -12.2% | -8.8% |
| 30D | -13.1% | +18.7% | -31.8% | -18.3% |
| 3M | +14.7% | +7.1% | +7.6% | +12.2% |
| 6M | -70.6% | +47.2% | -117.8% | -75.4% |
| YTD | -65.2% | +12.1% | -77.3% | -67.4% |
| 1Y | -73.2% | +31.5% | -104.7% | -76.7% |
| 3Y | -80.8% | +18.6% | -99.4% | -84.0% |
| 5Y | -94.8% | +25.4% | -120.2% | -95.6% |
| All | -93.4% | +37.7% | -131.1% | -94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling