-93.6%
HTZ vs PSKY
-82.8%
-10.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.8% | -0.6% | -3.5% |
| 7D | -9.9% | -24.6% | +14.7% | -0.4% |
| 30D | -12.2% | -36.1% | +24.0% | +3.8% |
| 3M | -70.2% | -37.3% | -32.9% | -57.2% |
| 6M | -75.2% | -40.5% | -34.7% | -63.8% |
| YTD | -66.3% | -47.7% | -18.7% | -49.6% |
| 1Y | -70.1% | -58.4% | -11.7% | -52.3% |
| 3Y | -84.7% | -40.7% | -44.0% | -80.1% |
| 5Y | -93.3% | -80.0% | -13.2% | -88.2% |
| All | -93.6% | -82.8% | -10.8% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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