-94.8%
HTZ vs DRI
+77.7%
-172.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.8% | -20.0% | -20.2% |
| 7D | -7.7% | +3.7% | -11.4% | -9.9% |
| 30D | -13.1% | +13.5% | -26.6% | -20.7% |
| 3M | +14.7% | +10.4% | +4.4% | +7.5% |
| 6M | -70.6% | +19.5% | -90.1% | -74.1% |
| YTD | -65.2% | +28.2% | -93.4% | -71.2% |
| 1Y | -73.2% | +31.0% | -104.2% | -78.2% |
| 3Y | -80.8% | +67.1% | -147.9% | -87.6% |
| 5Y | -94.8% | +74.7% | -169.5% | -96.6% |
| All | -94.8% | +77.7% | -172.5% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling