-93.4%
HTZ vs PSLV
+80.6%
-174.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.6% | -20.1% | -20.6% |
| 7D | -7.7% | -0.1% | -7.7% | -7.7% |
| 30D | -13.1% | -15.6% | +2.5% | -8.8% |
| 3M | +14.7% | -16.6% | +31.4% | +20.5% |
| 6M | -70.6% | -28.5% | -42.1% | -67.8% |
| YTD | -65.2% | -28.7% | -36.5% | -63.7% |
| 1Y | -73.2% | +5.8% | -79.0% | -75.4% |
| 3Y | -80.8% | +114.1% | -194.9% | -86.8% |
| 5Y | -94.8% | +99.9% | -194.7% | -96.6% |
| All | -93.4% | +80.6% | -174.0% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling