-91.5%
HTZ vs DTE
+44.0%
-135.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.7% |
| 7D | +7.5% | +0.2% | +7.3% | +7.4% |
| 30D | +47.4% | -2.6% | +50.0% | +49.2% |
| 3M | -54.9% | -3.9% | -51.0% | -54.5% |
| 6M | -47.0% | -7.9% | -39.1% | -45.3% |
| YTD | -55.3% | +7.2% | -62.4% | -57.4% |
| 1Y | -57.6% | +3.1% | -60.7% | -59.1% |
| 3Y | -86.6% | +47.6% | -134.2% | -89.3% |
| 5Y | -86.1% | +32.7% | -118.8% | -88.8% |
| All | -91.5% | +44.0% | -135.5% | -93.9% |
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 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