-93.9%
HTZ vs DTE
+44.2%
-138.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.2% | -8.5% | -8.5% |
| 7D | -14.6% | -0.3% | -14.3% | -14.2% |
| 30D | -20.8% | +6.2% | -26.9% | -22.9% |
| 3M | -18.8% | -2.6% | -16.2% | -17.6% |
| 6M | -74.7% | -3.5% | -71.2% | -74.4% |
| YTD | -68.1% | +7.4% | -75.5% | -69.6% |
| 1Y | -73.5% | +4.2% | -77.7% | -74.3% |
| 3Y | -81.8% | +51.7% | -133.5% | -85.6% |
| 5Y | -95.2% | +39.7% | -134.9% | -96.3% |
| All | -93.9% | +44.2% | -138.2% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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