-94.4%
HTZ vs DOV
+49.4%
-143.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.5% | -7.5% | -7.6% |
| 7D | -27.5% | -0.7% | -26.8% | -26.6% |
| 30D | -21.9% | +12.3% | -34.1% | -29.1% |
| 3M | -29.2% | +1.2% | -30.4% | -30.0% |
| 6M | -75.2% | -3.1% | -72.1% | -74.7% |
| YTD | -70.8% | +9.4% | -80.2% | -73.4% |
| 1Y | -76.1% | +17.6% | -93.7% | -79.6% |
| 3Y | -82.5% | +66.5% | -149.1% | -89.3% |
| 5Y | -94.1% | +29.0% | -123.1% | -95.5% |
| All | -94.4% | +49.4% | -143.9% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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