-91.5%
HTZ vs DVA
+52.4%
-143.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | +7.5% | +1.8% | +5.6% | +7.1% |
| 30D | +47.4% | -2.5% | +49.9% | +47.8% |
| 3M | -54.9% | -4.3% | -50.6% | -55.3% |
| 6M | -47.0% | +18.9% | -65.9% | -50.4% |
| YTD | -55.3% | +61.9% | -117.2% | -61.4% |
| 1Y | -57.6% | +35.7% | -93.4% | -61.9% |
| 3Y | -86.6% | +78.6% | -165.3% | -88.9% |
| 5Y | -86.1% | +39.2% | -125.3% | -89.3% |
| All | -91.5% | +52.4% | -143.9% | -93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling