-91.5%
HTZ vs DLTR
+31.2%
-122.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +7.5% | +2.5% | +5.0% | +6.4% |
| 30D | +47.4% | +2.1% | +45.4% | +46.2% |
| 3M | -54.9% | +20.3% | -75.2% | -58.8% |
| 6M | -47.0% | +11.5% | -58.5% | -50.7% |
| YTD | -55.3% | +6.8% | -62.1% | -57.6% |
| 1Y | -57.6% | +31.1% | -88.7% | -63.7% |
| 3Y | -86.6% | +10.7% | -97.3% | -88.6% |
| 5Y | -86.1% | +41.6% | -127.7% | -88.2% |
| All | -91.5% | +31.2% | -122.7% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling