-93.4%
HTZ vs DVA
+83.9%
-177.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.8% | +3.4% | +8.0% |
| 7D | +18.9% | +4.7% | +14.2% | +17.8% |
| 30D | +26.3% | +7.8% | +18.5% | +24.2% |
| 3M | +49.7% | -15.5% | +65.2% | +53.9% |
| 6M | -61.1% | +25.0% | -86.1% | -64.3% |
| YTD | -56.0% | +69.6% | -125.6% | -63.2% |
| 1Y | -66.4% | +60.6% | -127.0% | -71.4% |
| 3Y | -75.8% | +142.5% | -218.3% | -82.0% |
| All | -93.4% | +83.9% | -177.3% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling