-91.6%
HTZ vs DTE
+46.9%
-138.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.4% | +6.7% | +7.9% |
| 7D | +18.9% | +4.2% | +14.7% | +16.5% |
| 30D | +26.3% | +10.0% | +16.3% | +20.6% |
| 3M | +49.7% | -2.1% | +51.7% | +51.0% |
| 6M | -61.1% | -4.7% | -56.4% | -60.6% |
| YTD | -56.0% | +9.3% | -65.3% | -58.6% |
| 1Y | -66.4% | +6.6% | -73.0% | -67.9% |
| 3Y | -75.8% | +52.2% | -127.9% | -81.0% |
| 5Y | -93.1% | +43.1% | -136.2% | -94.6% |
| All | -91.6% | +46.9% | -138.5% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling