-86.5%
HTZ vs PRU
+47.2%
-133.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +2.2% |
| 7D | +7.5% | +1.9% | +5.6% | +5.5% |
| 30D | +47.4% | +2.7% | +44.7% | +43.2% |
| 3M | -54.9% | +19.5% | -74.4% | -61.8% |
| 6M | -47.0% | +26.6% | -73.6% | -57.2% |
| YTD | -55.3% | +12.3% | -67.6% | -60.2% |
| 1Y | -57.6% | +18.0% | -75.7% | -64.2% |
| All | -86.5% | +47.2% | -133.7% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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