-91.5%
HTZ vs PFG
+120.1%
-211.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +2.6% |
| 7D | +7.5% | +5.5% | +2.0% | +2.3% |
| 30D | +47.4% | +2.4% | +45.1% | +43.4% |
| 3M | -54.9% | +13.6% | -68.5% | -59.1% |
| 6M | -47.0% | +27.9% | -74.9% | -56.4% |
| YTD | -55.3% | +35.6% | -90.8% | -65.0% |
| 1Y | -57.6% | +48.5% | -106.1% | -69.5% |
| 3Y | -86.6% | +66.9% | -153.5% | -91.2% |
| 5Y | -86.1% | +111.0% | -197.1% | -92.9% |
| All | -91.5% | +120.1% | -211.5% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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