-93.9%
HTZ vs PNR
+7.6%
-101.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.4% | -6.0% | -6.8% |
| 7D | -14.6% | +2.8% | -17.4% | -15.6% |
| 30D | -20.8% | +31.2% | -51.9% | -33.6% |
| 3M | -18.8% | -2.1% | -16.7% | -17.9% |
| 6M | -74.7% | -14.0% | -60.7% | -72.9% |
| YTD | -68.1% | -33.6% | -34.5% | -59.0% |
| 1Y | -73.5% | -35.2% | -38.3% | -65.2% |
| 3Y | -81.8% | +15.8% | -97.6% | -84.7% |
| 5Y | -95.2% | -1.8% | -93.4% | -95.5% |
| All | -93.9% | +7.6% | -101.5% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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