-57.6%
HTZ vs DVA
+35.1%
-92.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +7.5% | +1.8% | +5.6% | +7.2% |
| 30D | +47.4% | -2.5% | +49.9% | +47.6% |
| 3M | -54.9% | -4.3% | -50.6% | -56.1% |
| 6M | -47.0% | +18.9% | -65.9% | -52.2% |
| YTD | -55.3% | +61.9% | -117.2% | -64.5% |
| 1Y | -57.6% | +35.7% | -93.4% | -62.2% |
| All | -57.6% | +35.1% | -92.8% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling