-93.9%
HTZ vs PSLV
+80.3%
-174.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.2% | -8.2% | -8.3% |
| 7D | -14.6% | +5.1% | -19.7% | -15.7% |
| 30D | -20.8% | -13.3% | -7.4% | -17.5% |
| 3M | -18.8% | -16.5% | -2.3% | -14.8% |
| 6M | -74.7% | -32.8% | -41.9% | -71.8% |
| YTD | -68.1% | -28.8% | -39.3% | -66.7% |
| 1Y | -73.5% | +5.8% | -79.3% | -75.7% |
| 3Y | -81.8% | +114.8% | -196.6% | -87.5% |
| 5Y | -95.2% | +99.5% | -194.8% | -96.9% |
| All | -93.9% | +80.3% | -174.2% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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