-93.1%
HTZ vs PL
+24.5%
-117.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -6.4% | +15.5% | +10.6% |
| 7D | +18.9% | -11.7% | +30.7% | +22.0% |
| 30D | +26.3% | -27.1% | +53.4% | +35.1% |
| 3M | +49.7% | -44.6% | +94.3% | +70.1% |
| 6M | -61.1% | -67.2% | +6.1% | -51.6% |
| YTD | -56.0% | -35.9% | -20.2% | -54.9% |
| 1Y | -66.4% | -0.4% | -66.0% | -69.7% |
| 3Y | -75.8% | +454.8% | -530.6% | -88.7% |
| 5Y | -93.1% | +24.8% | -117.8% | -95.9% |
| All | -93.1% | +24.5% | -117.6% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling