-91.5%
HTZ vs PL
+85.7%
-177.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | +7.5% | -9.3% | +16.8% | +9.7% |
| 30D | +47.4% | -18.9% | +66.4% | +54.7% |
| 3M | -54.9% | -58.4% | +3.5% | -46.3% |
| 6M | -47.0% | -30.3% | -16.7% | -45.3% |
| YTD | -55.3% | -8.1% | -47.1% | -57.5% |
| 1Y | -57.6% | +180.5% | -238.1% | -71.4% |
| 3Y | -86.6% | +444.1% | -530.7% | -93.7% |
| 5Y | -86.1% | +83.0% | -169.1% | -93.0% |
| All | -91.5% | +85.7% | -177.1% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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