-91.6%
HTZ vs PENG
+102.4%
-194.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -9.1% | +18.3% | +10.8% |
| 7D | +18.9% | -20.5% | +39.4% | +23.4% |
| 30D | +26.3% | -20.4% | +46.6% | +30.0% |
| 3M | +49.7% | -16.4% | +66.1% | +51.7% |
| 6M | -61.1% | +49.2% | -110.3% | -66.5% |
| YTD | -56.0% | +147.2% | -203.2% | -66.3% |
| 1Y | -66.4% | +124.7% | -191.1% | -73.8% |
| 3Y | -75.8% | +230.3% | -306.0% | -84.3% |
| 5Y | -93.1% | +71.4% | -164.5% | -95.0% |
| All | -91.6% | +102.4% | -194.0% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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