-91.6%
HTZ vs DLTR
+46.7%
-138.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +9.6% | -0.5% | +5.4% |
| 7D | +18.9% | +15.6% | +3.4% | +12.4% |
| 30D | +26.3% | +29.9% | -3.6% | +14.1% |
| 3M | +49.7% | +12.5% | +37.2% | +42.7% |
| 6M | -61.1% | +56.3% | -117.4% | -68.3% |
| YTD | -56.0% | +19.5% | -75.5% | -60.1% |
| 1Y | -66.4% | +44.0% | -110.4% | -72.1% |
| 3Y | -75.8% | +26.3% | -102.1% | -80.4% |
| 5Y | -93.1% | +36.0% | -129.1% | -94.3% |
| All | -91.6% | +46.7% | -138.4% | -93.2% |
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