-93.1%
HTZ vs DOC
-22.8%
-70.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.1% | +6.1% | +7.2% |
| 7D | +18.9% | +8.7% | +10.2% | +12.9% |
| 30D | +26.3% | +7.6% | +18.6% | +20.4% |
| 3M | +49.7% | -5.3% | +54.9% | +53.8% |
| 6M | -61.1% | +27.6% | -88.7% | -68.6% |
| YTD | -56.0% | +32.4% | -88.4% | -65.8% |
| 1Y | -66.4% | +22.9% | -89.3% | -72.3% |
| 3Y | -75.8% | +43.1% | -118.9% | -82.6% |
| 5Y | -93.1% | -21.4% | -71.7% | -92.1% |
| All | -93.1% | -22.8% | -70.3% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling