-94.4%
HTZ vs PSLV
+78.2%
-172.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.8% | -4.2% | -6.8% |
| 7D | -27.5% | +3.9% | -31.4% | -28.2% |
| 30D | -21.9% | -16.3% | -5.5% | -17.7% |
| 3M | -29.2% | -23.0% | -6.3% | -23.9% |
| 6M | -75.2% | -36.5% | -38.7% | -72.0% |
| YTD | -70.8% | -29.6% | -41.2% | -69.5% |
| 1Y | -76.1% | -0.5% | -75.6% | -77.7% |
| 3Y | -82.5% | +120.1% | -202.6% | -88.1% |
| 5Y | -94.1% | +93.3% | -187.4% | -96.1% |
| All | -94.4% | +78.2% | -172.6% | -96.0% |
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