-70.6%
HTZ vs PSLV
-29.4%
-41.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.6% | -20.1% | -20.4% |
| 7D | -7.7% | -0.1% | -7.7% | -7.8% |
| 30D | -13.1% | -15.6% | +2.5% | -4.4% |
| 3M | +14.7% | -16.6% | +31.4% | +24.4% |
| 6M | -70.6% | -28.5% | -42.1% | -66.7% |
| All | -70.6% | -29.4% | -41.2% | -66.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling