-93.9%
HTZ vs PODD
-46.5%
-47.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -6.2% | -2.2% | -6.4% |
| 7D | -14.6% | -2.1% | -12.5% | -13.4% |
| 30D | -20.8% | +9.0% | -29.8% | -22.3% |
| 3M | -18.8% | +5.2% | -24.0% | -19.5% |
| 6M | -74.7% | -3.2% | -71.5% | -75.2% |
| YTD | -68.1% | -48.5% | -19.6% | -60.9% |
| 1Y | -73.5% | -54.7% | -18.8% | -66.1% |
| 3Y | -81.8% | -7.8% | -74.0% | -82.3% |
| 5Y | -95.2% | -52.4% | -42.8% | -94.0% |
| All | -93.9% | -46.5% | -47.5% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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