-74.9%
HTZ vs PRU
+55.5%
-130.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.6% | +2.6% | +3.3% |
| 7D | +18.9% | +9.8% | +9.2% | +9.8% |
| 30D | +26.3% | +11.6% | +14.7% | +14.7% |
| 3M | +49.7% | +3.7% | +46.0% | +44.3% |
| 6M | -61.1% | +33.0% | -94.1% | -70.0% |
| YTD | -56.0% | +16.6% | -72.6% | -62.1% |
| 1Y | -66.4% | +26.9% | -93.4% | -73.2% |
| All | -74.9% | +55.5% | -130.4% | -86.2% |
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