-81.8%
HTZ vs PPG
+2.5%
-84.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.7% | -7.7% | -7.7% |
| 7D | -14.6% | +2.4% | -17.0% | -15.8% |
| 30D | -20.8% | +16.5% | -37.2% | -30.5% |
| 3M | -18.8% | +5.1% | -23.9% | -21.7% |
| 6M | -74.7% | +11.1% | -85.8% | -77.5% |
| YTD | -68.1% | +21.7% | -89.8% | -74.0% |
| 1Y | -73.5% | +32.0% | -105.4% | -80.1% |
| 3Y | -81.8% | +2.8% | -84.6% | -80.3% |
| All | -81.8% | +2.5% | -84.4% | -80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling