-80.2%
HTZ vs DTE
+49.3%
-129.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.9% | -18.9% | -19.6% |
| 7D | -7.7% | +0.3% | -8.0% | -7.5% |
| 30D | -13.1% | +5.2% | -18.3% | -15.2% |
| 3M | +14.7% | -2.5% | +17.3% | +16.5% |
| 6M | -70.6% | -4.4% | -66.2% | -70.2% |
| YTD | -65.2% | +7.2% | -72.4% | -67.3% |
| 1Y | -73.2% | +4.1% | -77.3% | -74.3% |
| All | -80.2% | +49.3% | -129.4% | -87.9% |
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