-93.4%
HTZ vs PEG
+45.3%
-138.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.2% | -20.6% | -20.7% |
| 7D | -7.7% | -0.7% | -7.0% | -7.4% |
| 30D | -13.1% | +1.9% | -15.0% | -14.0% |
| 3M | +14.7% | -2.3% | +17.1% | +16.1% |
| 6M | -70.6% | -6.7% | -63.9% | -69.7% |
| YTD | -65.2% | -6.6% | -58.6% | -64.3% |
| 1Y | -73.2% | -5.3% | -67.9% | -72.7% |
| 3Y | -80.8% | +26.8% | -107.6% | -83.4% |
| 5Y | -94.8% | +34.7% | -129.5% | -95.6% |
| All | -93.4% | +45.3% | -138.6% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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