-93.4%
HTZ vs DVA
+61.4%
-154.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +1.1% | -21.9% | -21.0% |
| 7D | -7.7% | +0.8% | -8.5% | -7.9% |
| 30D | -13.1% | +8.0% | -21.1% | -14.5% |
| 3M | +14.7% | +3.2% | +11.5% | +13.5% |
| 6M | -70.6% | +24.1% | -94.7% | -72.8% |
| YTD | -65.2% | +71.5% | -136.7% | -70.4% |
| 1Y | -73.2% | +60.8% | -134.0% | -76.8% |
| 3Y | -80.8% | +145.2% | -226.0% | -85.1% |
| 5Y | -94.8% | +78.1% | -172.9% | -96.0% |
| All | -93.4% | +61.4% | -154.8% | -95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling