-94.4%
HTZ vs PPG
-18.8%
-75.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.7% | -7.3% | -7.4% |
| 7D | -27.5% | +2.6% | -30.2% | -28.4% |
| 30D | -21.9% | +19.7% | -41.6% | -31.7% |
| 3M | -29.2% | +7.7% | -37.0% | -32.9% |
| 6M | -75.2% | +15.0% | -90.2% | -78.1% |
| YTD | -70.8% | +23.7% | -94.5% | -75.5% |
| 1Y | -76.1% | +32.1% | -108.2% | -81.0% |
| 3Y | -82.5% | +3.1% | -85.6% | -82.9% |
| 5Y | -94.1% | -14.2% | -79.9% | -93.8% |
| All | -94.4% | -18.8% | -75.7% | -94.0% |
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