-91.6%
HTZ vs PNR
+13.8%
-105.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.3% | +5.9% | +7.1% |
| 7D | +18.9% | +11.9% | +7.0% | +10.7% |
| 30D | +26.3% | +37.1% | -10.9% | +2.3% |
| 3M | +49.7% | +5.7% | +44.0% | +43.5% |
| 6M | -61.1% | -5.7% | -55.4% | -61.0% |
| YTD | -56.0% | -29.8% | -26.2% | -45.8% |
| 1Y | -66.4% | -31.8% | -34.6% | -57.5% |
| 3Y | -75.8% | +21.2% | -97.0% | -80.2% |
| 5Y | -93.1% | +3.3% | -96.4% | -93.7% |
| All | -91.6% | +13.8% | -105.4% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling