-80.2%
HTZ vs PTC
+31.8%
-112.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.3% | -20.5% | -20.7% |
| 7D | -7.7% | -0.1% | -7.6% | -7.7% |
| 30D | -13.1% | +0.8% | -13.9% | -13.2% |
| 3M | +14.7% | +39.6% | -24.8% | +6.7% |
| 6M | -70.6% | +41.5% | -112.1% | -72.9% |
| YTD | -65.2% | +11.7% | -76.9% | -65.1% |
| 1Y | -73.2% | +2.4% | -75.6% | -72.2% |
| All | -80.2% | +31.8% | -112.0% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 3y: compounded portfolio wealth divided by compounded PTC 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…
3y analysis · Full analysis span regression · 6 months rolling