-57.6%
HTZ vs PENG
+118.5%
-176.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | +0.6% |
| 7D | +7.5% | +4.5% | +2.9% | +6.9% |
| 30D | +47.4% | -7.1% | +54.5% | +48.4% |
| 3M | -54.9% | -27.3% | -27.6% | -53.8% |
| 6M | -47.0% | +169.6% | -216.6% | -53.1% |
| YTD | -55.3% | +164.6% | -219.9% | -60.3% |
| 1Y | -57.6% | +109.5% | -167.1% | -65.7% |
| All | -57.6% | +118.5% | -176.1% | -65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling