-93.9%
HTZ vs PPG
-20.1%
-73.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.7% | -7.7% | -7.8% |
| 7D | -14.6% | +2.4% | -17.0% | -15.7% |
| 30D | -20.8% | +16.5% | -37.2% | -29.3% |
| 3M | -18.8% | +5.1% | -23.9% | -21.3% |
| 6M | -74.7% | +11.1% | -85.8% | -77.0% |
| YTD | -68.1% | +21.7% | -89.8% | -72.9% |
| 1Y | -73.5% | +32.0% | -105.4% | -78.9% |
| 3Y | -81.8% | +2.8% | -84.6% | -82.2% |
| 5Y | -95.2% | -16.5% | -78.7% | -94.9% |
| All | -93.9% | -20.1% | -73.8% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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