-86.4%
HTZ vs DOC
-24.5%
-61.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.5% |
| 7D | +7.5% | -1.5% | +9.0% | +8.4% |
| 30D | +47.4% | -4.8% | +52.2% | +51.2% |
| 3M | -54.9% | +6.9% | -61.8% | -57.8% |
| 6M | -47.0% | +20.7% | -67.7% | -55.1% |
| YTD | -55.3% | +34.1% | -89.4% | -65.3% |
| 1Y | -57.6% | +22.6% | -80.3% | -65.1% |
| 3Y | -86.6% | +20.8% | -107.4% | -89.0% |
| All | -86.4% | -24.5% | -61.9% | -85.8% |
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