-93.9%
HTZ vs DVA
+58.5%
-152.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.8% | -6.6% | -8.0% |
| 7D | -14.6% | +2.1% | -16.6% | -14.9% |
| 30D | -20.8% | +8.2% | -29.0% | -22.0% |
| 3M | -18.8% | +5.9% | -24.7% | -19.9% |
| 6M | -74.7% | -1.3% | -73.4% | -75.1% |
| YTD | -68.1% | +68.4% | -136.5% | -72.8% |
| 1Y | -73.5% | +57.5% | -130.9% | -77.0% |
| 3Y | -81.8% | +142.3% | -224.1% | -85.9% |
| 5Y | -95.2% | +75.0% | -170.2% | -96.3% |
| All | -93.9% | +58.5% | -152.4% | -95.5% |
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