-91.5%
HTZ vs DRI
+76.1%
-167.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.7% |
| 7D | +7.5% | +0.6% | +6.9% | +7.0% |
| 30D | +47.4% | +3.8% | +43.6% | +44.7% |
| 3M | -54.9% | +13.0% | -67.9% | -58.4% |
| 6M | -47.0% | +8.3% | -55.3% | -50.1% |
| YTD | -55.3% | +20.6% | -75.9% | -61.1% |
| 1Y | -57.6% | +6.5% | -64.1% | -60.1% |
| 3Y | -86.6% | +53.7% | -140.3% | -90.6% |
| 5Y | -86.1% | +72.7% | -158.8% | -91.3% |
| All | -91.5% | +76.1% | -167.6% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling