-81.8%
HTZ vs DTE
+49.5%
-131.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.2% | -8.5% | -8.5% |
| 7D | -14.6% | -0.3% | -14.3% | -14.1% |
| 30D | -20.8% | +6.2% | -26.9% | -23.1% |
| 3M | -18.8% | -2.6% | -16.2% | -17.6% |
| 6M | -74.7% | -3.5% | -71.2% | -74.5% |
| YTD | -68.1% | +7.4% | -75.5% | -70.1% |
| 1Y | -73.5% | +4.2% | -77.7% | -74.6% |
| 3Y | -81.8% | +51.7% | -133.5% | -88.9% |
| All | -81.8% | +49.5% | -131.3% | -88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling