-86.5%
HTZ vs DRI
+53.9%
-140.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.7% |
| 7D | +7.5% | +0.6% | +6.9% | +7.1% |
| 30D | +47.4% | +3.8% | +43.6% | +45.2% |
| 3M | -54.9% | +13.0% | -67.9% | -57.8% |
| 6M | -47.0% | +8.3% | -55.3% | -49.5% |
| YTD | -55.3% | +20.6% | -75.9% | -60.2% |
| 1Y | -57.6% | +6.5% | -64.1% | -59.8% |
| All | -86.5% | +53.9% | -140.4% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling